Complete–market models of stochastic volatility
Author:
Affiliation:
1. Department of Mathematics, Imperial College London, South Kensington Campus, London SW7 2AZ, UK
Publisher
The Royal Society
Subject
General Physics and Astronomy,General Engineering,General Mathematics
Link
https://royalsocietypublishing.org/doi/pdf/10.1098/rspa.2003.1233
Reference20 articles.
1. Babbar K. 2001 PhD thesis Imperial College London.
2. DYNAMIC SPANNING: ARE OPTIONS AN APPROPRIATE INSTRUMENT?
3. General Properties of Option Prices
4. Bismut J.-M. 1984 Large deviations and the Malliavin calculus. Boston MA: Birkhäuser.
5. Functionals of diffusion processes as stochastic integrals
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