Contingent Claims and Market Completeness in a Stochastic Volatility Model

• 1 October 1997
• journal article
• Published by Wiley in Mathematical Finance
• Vol. 7  (4) , 399-412
• https://doi.org/10.1111/1467-9965.00038

Abstract

Keywords

• INCOMPLETE MARKET
• PARTIAL DIFFERENTIAL EQUATIONS
• MAXIMUM PRINCIPLE