The authors would like to thank Jean-Marie Dufour, René Garcia, Gérard Genotte, Emmanuel Guerre, Stanley Pliska, Jean-Charles Rochet, and an anonymous referee for usueful comments.
OPTION HEDGING AND IMPLIED VOLATILITIES IN A STOCHASTIC VOLATILITY MODEL1
Version of Record online: 6 DEC 2006
Volume 6, Issue 3, pages 279–302, July 1996
How to Cite
Renault, E. and Touzi, N. (1996), OPTION HEDGING AND IMPLIED VOLATILITIES IN A STOCHASTIC VOLATILITY MODEL. Mathematical Finance, 6: 279–302. doi: 10.1111/j.1467-9965.1996.tb00117.x
- Issue online: 6 DEC 2006
- Version of Record online: 6 DEC 2006
- Initial manuscript received March 1993; final revision received January 1995.
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