Analytical comparisons of option prices in stochastic volatility models

Mathematical Finance

Volumn 15, Issue 1, 2005, Pages 49-59

  Henderson, Vicky ^a  

^a PRINCETON UNIVERSITY   (United States)

Author keywords

Coupling; Incomplete markets; Option pricing; q optimal pricing measure; Stochastic volatility

Indexed keywords

EID: 14544305491     PISSN: 09601627     EISSN: None     Source Type: Journal    
DOI: 10.1111/j.0960-1627.2005.00210.x     Document Type: Article

References (17)

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