Comparison results for stochastic volatility models via coupling
| Year of publication: |
2010
|
|---|---|
| Authors: | Hobson, David |
| Published in: |
Finance and Stochastics. - Springer. - Vol. 14.2010, 1, p. 129-152
|
| Publisher: |
Springer |
| Subject: | Stochastic volatility | Uniformly integrable martingale | Time-change |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10008491569