EQUILIBRIUM STATE PRICES IN A STOCHASTIC VOLATILITY MODEL1

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Publication:4226863

DOI10.1111/j.1467-9965.1996.tb00078.xzbMath0915.90027OpenAlexW2025180282MaRDI QIDQ4226863

Nizar Touzi, Huyên Pham

Publication date: 5 July 1999

Published in: Mathematical Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9965.1996.tb00078.x




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