|
|||||
|
|
Option Pricing Under Incompleteness and Stochastic Volatility |
|
| Authors: | Norbert Hofmann Eckhard Platen Martin Schweizer |
| Affiliation: | Institut für Mathematik, D-O-1086 Berlin, Germany;Austrutian Nutionul University, Canberra, ACT 2601, Australia and Institut fur Mathemutik, 0–0–1086 Berlin, Germany;Universität Göttingen, Institut für Mathematische Stochastik, D-W-3400 Göttingen, Germany |
| Abstract: | |
| Keywords: | option pricing stochastic volatility incomplete markets equivalent martingale measures stochastic numerical methods |