Contingent Claims and Market Completeness in a Stochastic Volatility Model (Q2707187)

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Contingent Claims and Market Completeness in a Stochastic Volatility Model
scientific article

    Statements

    title
    Contingent Claims and Market Completeness in a Stochastic Volatility Model (English)
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    author
    Marc Romano
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    Nizar Touzi
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    publication date
    29 March 2001
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    zbMATH Keywords
    incomplete market
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    partial differential equations
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    maximum principle
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    Identifiers

    zbMATH DE Number
    1582904
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    OpenAlex ID
    W2133157852
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