Contingent Claims and Market Completeness in a Stochastic Volatility Model (Q2707187)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Contingent Claims and Market Completeness in a Stochastic Volatility Model |
scientific article |
Statements
Contingent Claims and Market Completeness in a Stochastic Volatility Model (English)
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29 March 2001
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incomplete market
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partial differential equations
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maximum principle
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