Arbitrage-Based Pricing When Volatility is Stochastic

Peter L. Bossaerts (), Eric Ghysels () and Christian S. Gourieroux

No 977, Working Papers from California Institute of Technology, Division of the Humanities and Social Sciences

Date: 1996-07

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Related works:
Working Paper: Arbitrage-Based Pricing when Volatility is Stochastic (1996)
Working Paper: Arbitrage Based Pricing When Volatility Is Stochastic (1996)
Working Paper: Arbitrage-Based Pricing when Volatility is Stochastic (1996)
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