Complete Models with Stochastic Volatility
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Publication:4213031
DOI10.1111/1467-9965.00043zbMath0908.90012OpenAlexW2044965965MaRDI QIDQ4213031
L. C. G. Rogers, David G. Hobson
Publication date: 29 November 1998
Published in: Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/1467-9965.00043
Stochastic models in economics (91B70) Derivative securities (option pricing, hedging, etc.) (91G20)
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