Complete models with stochastic volatility

Mathematical Finance

Volumn 8, Issue 1, 1998, Pages 27-48

  Hobson, David G ^a   Rogers, L C G ^b  

^a University of Bath   (United Kingdom)

^b NONE

Author keywords

Complete markets; Option pricing; Smiles; Stochastic volatility

Indexed keywords

EID: 0032221561     PISSN: 09601627     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-9965.00043     Document Type: Article

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