Stock Price Distributions with Stochastic Volatility: An Analytic Approach

DOI10.1093/rfs/4.4.727zbMath1458.62253OpenAlexW2094206697MaRDI QIDQ5374083

Elias M. Stein, Jeremy C. Stein

Publication date: 6 April 2018

Published in: Review of Financial Studies (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/rfs/4.4.727

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Diffusion processes (60J60) Derivative securities (option pricing, hedging, etc.) (91G20)

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