Complete Models with Stochastic Volatility

• 5 January 1998
• journal article
• Published by Wiley in Mathematical Finance
• Vol. 8  (1) , 27-48
• https://doi.org/10.1111/1467-9965.00043

Abstract

Keywords

• OPTION PRICING
• STOCHASTIC VOLATILITY
• COMPLETE MARKETS
• SMILES