Option hedging and implied volatilities in a stochastic volatility model

Mathematical Finance

Volumn 6, Issue 3, 1996, Pages 279-302

  Renault, Eric ^a   Touzi, Nizar ^a  

^a NONE

Author keywords

Black and Scholes implied volatility; EM algorithm; Options; Stochastic volatility models

Indexed keywords

EID: 0030557781     PISSN: 09601627     EISSN: None     Source Type: Journal    
DOI: 10.1111/j.1467-9965.1996.tb00117.x     Document Type: Article

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