Study on option pricing in an incomplete market with stochastic volatility based on risk premium analysis (Q596915)
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scientific article; zbMATH DE number 2082373
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| English | Study on option pricing in an incomplete market with stochastic volatility based on risk premium analysis |
scientific article; zbMATH DE number 2082373 |
Statements
Study on option pricing in an incomplete market with stochastic volatility based on risk premium analysis (English)
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6 August 2004
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option pricing
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stochastic volatility
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incomplete market model
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risk premium
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martingale
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estimation
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Nikkei 225 options
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0.9156265
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0.8935956
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0.8918847
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0.8784173
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0.87388134
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0.8733312
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0.87193245
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0.86788774
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