Option Hedging and Implicit Volatilities in a Stochastic Volatility Model.
| Year of publication: |
1993
|
|---|---|
| Authors: | Renault, E. ; Touzi, N. |
| Subject: | prices | econometrics |
| Type of publication: | Book / Working Paper |
|---|---|
| Notes: | 33 pages |
| Source: |
Persistent link: https://www.econbiz.de/10005780816