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Complete-market models of stochastic volatility

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Title: Complete-market models of stochastic volatility
Authors: Davis, MHA
Item Type: Journal Article
Issue Date: 8-Jan-2004
Citation: P ROY SOC LOND A MAT 460 ( 2041 ) 11 - 26
URI: http://hdl.handle.net/10044/1/79
Publisher Link: http://dx.doi.org/10.1098/rspa.2003.1233
DOI: 10.1098/rspa.2003.1233
ISSN: 1364-5021
Copyright Statement: © 2004 The Royal Society
Appears in Collections:Financial Mathematics