Strictly Local Martingales and Hedge Ratios on Stochatic Volatility Models
File(s)
Permanent Link(s)
Collections
Author
Sin, C.
Abstract
Strictly Local Martingales and Hedge Ratios on Stochatic Volatility Models
Date Issued
1996-08
Publisher
Cornell University Operations Research and Industrial Engineering
Keywords
Previously Published as
1171
Type
technical report