Study on option pricing in an incomplete market with stochastic volatility based on risk premium analysis (Q596915): Difference between revisions

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+THE GARCH OPTION PRICING MODEL
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+ARCH models as diffusion approximations
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+A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
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+A SIMPLE OPTION PRICING MODEL WITH MARKOVIAN VOLATILITIES
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+Martingales and stochastic integrals in the theory of continuous trading
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+Dynamic Programming and Pricing of Contingent Claims in an Incomplete Market
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+Q4221325
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+Q3974816
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+Option Pricing Under Incompleteness and Stochastic Volatility
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+Hopscotch: a Fast Second-order Partial Differential Equation Solver
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