EQUILIBRIUM STATE PRICES IN A STOCHASTIC VOLATILITY MODEL<sup>1</sup> (Q4226863)
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scientific article; zbMATH DE number 1253665
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | EQUILIBRIUM STATE PRICES IN A STOCHASTIC VOLATILITY MODEL<sup>1</sup> |
scientific article; zbMATH DE number 1253665 |
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EQUILIBRIUM STATE PRICES IN A STOCHASTIC VOLATILITY MODEL<sup>1</sup> (English)
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5 July 1999
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incomplete market
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martingale approach
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stochastic volatility model
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consistency
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