ANALYTICAL COMPARISONS OF OPTION PRICES IN STOCHASTIC VOLATILITY MODELS (Q5464335)

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scientific article; zbMATH DE number 2195372
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ANALYTICAL COMPARISONS OF OPTION PRICES IN STOCHASTIC VOLATILITY MODELS
scientific article; zbMATH DE number 2195372

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    ANALYTICAL COMPARISONS OF OPTION PRICES IN STOCHASTIC VOLATILITY MODELS (English)
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    17 August 2005
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    incomplete markets
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    coupling
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    \(q\)-optimal pricing measures
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