Fitting prices with a complete model

Journal of Banking and Finance

Volumn 30, Issue 1, 2006, Pages 247-258

  Figà Talamanca, Gianna ^a   Guerra, Maria Letizia ^b  

^a UNIVERSITY OF CALABRIA   (Italy)

^b UNIVERSITY OF URBINO   (Italy)

Author keywords

Complete market; Option pricing; Stochastic volatility

Indexed keywords

EID: 32144461541     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jbankfin.2005.02.011     Document Type: Article

References (12)

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