Option Hedging and Implicit Volatilities in a Stochastic Volatility Model
| Year of publication: |
1993
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| Authors: | Renault, Eric ; Touzi, Nizar |
| Institutions: | Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE) |
| Series: | |
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| Type of publication: | Book / Working Paper |
| Notes: | The text is part of a series IDEI Working Paper Number 30 |
| Source: |
Persistent link: https://www.econbiz.de/10005767506