ANALYTICAL COMPARISONS OF OPTION PRICES IN STOCHASTIC VOLATILITY MODELS (Q5464335): Difference between revisions

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+Mean-Variance Hedging for Stochastic Volatility Models
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+Weighted norm inequalities and hedging in incomplete markets
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+A Comparison of Two Quadratic Approaches to Hedging in Incomplete Markets
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+A comparison of option prices under different pricing measures in a stochastic volatility model with correlation
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+A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
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+STOCHASTIC VOLATILITY MODELS, CORRELATION, AND THE <i>q</i>‐OPTIMAL MEASURE
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+Q4002114
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+Dynamic programming and mean-variance hedging
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+Mean-variance hedging for continuous processes: New proofs and examples
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+A minimality property of the minimal martingale measure
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