Equilibrium state prices in a stochastic volatility model

Mathematical Finance

Volumn 6, Issue 2, 1996, Pages 215-236

  Pham, Huyên ^b   Touzi, Nizar ^a  

^a UNIVERSITÉ PARIS DAUPHINE   (France)

^b NONE

Author keywords

Equilibrium; Incomplete market; Martingale approach; Stochastic control

Indexed keywords

EID: 0030123904     PISSN: 09601627     EISSN: None     Source Type: Journal    
DOI: 10.1111/j.1467-9965.1996.tb00078.x     Document Type: Article

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