Superreplication in stochastic volatility models and optimal stopping

Rüdiger Frey

Year of publication:	1998
Authors:	Frey, Rüdiger
Publisher:	Bonn : Univ., Sonderforschungsbereich 303
Subject:	Optionspreistheorie \| Option pricing theory \| Volatilität \| Volatility \| Stochastischer Prozess \| Stochastic process \| Hedging \| Suchtheorie \| Search theory \| Black-Scholes-Modell \| Black-Scholes model \| Theorie \| Theory

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