Pages that link to "Item:Q4226863"
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The following pages link to EQUILIBRIUM STATE PRICES IN A STOCHASTIC VOLATILITY MODEL<sup>1</sup> (Q4226863):
Displaying 7 items.
- Asset pricing under information with stochastic volatility (Q1039656) (← links)
- Risk premium and fair option prices under stochastic volatility: the HARA solution. (Q1773351) (← links)
- Conservative delta hedging. (Q1884835) (← links)
- American options with stochastic dividends and volatility: a nonparametric investigation (Q1969814) (← links)
- Pricing and hedging of multi type contracts under multidimensional risks in incomplete markets modeled by general Itō SDE systems (Q2461282) (← links)
- STOCHASTIC VOLATILITY (Q3022059) (← links)
- APPROXIMATE HEDGING PROBLEM WITH TRANSACTION COSTS IN STOCHASTIC VOLATILITY MARKETS (Q5283405) (← links)
