Asset pricing with stochastic volatility
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Publication:5929887
DOI10.1007/s002450010018zbMath1013.91040OpenAlexW4248790315MaRDI QIDQ5929887
Gopinath Kallianpur, Jie Xiong
Publication date: 13 July 2003
Published in: Applied Mathematics and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s002450010018
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Microeconomic theory (price theory and economic markets) (91B24) Applications of stochastic analysis (to PDEs, etc.) (60H30) Martingales with continuous parameter (60G44) Stochastic integrals (60H05)
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