Option Pricing Under Incompleteness and Stochastic Volatility
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Publication:4345929
DOI10.1111/J.1467-9965.1992.TB00027.XzbMATH Open0900.90095OpenAlexW1999013111MaRDI QIDQ4345929FDOQ4345929
Authors: Norbert Hofmann, Eckhard Platen, Martin Schweizer 
Publication date: 31 August 1997
Published in: Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9965.1992.tb00027.x
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option pricingstochastic volatilityincomplete marketsstochastic numerical methodsequivalent martingale measures
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