Contingent claims and market completeness in a stochastic volatility model

Mathematical Finance

Volumn 7, Issue 4, 1997, Pages 399-412

  Romano, Marc ^a   Touzi, Nizar ^b  

^a UNIVERSITÉ PARIS DAUPHINE   (France)

^b CREST   (France)

Author keywords

Incomplete market; Maximum principle; Partial differential equations

Indexed keywords

EID: 0031475946     PISSN: 09601627     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-9965.00038     Document Type: Article

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