Arbitrage-Based Pricing When Volatility is Stochastic

Peter Bossaerts (peter.bossaerts@unimelb.edu.au), Eric Ghysels (eghysels@unc.edu) and Christian 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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