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On the complete model with stochastic volatility by Hobson and Rogers

11 references·2 citing·38 second hopsampled

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References

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19965 Stochastic volatility1,189 cited
1998Complete Models with Stochastic Volatility282 cited
1998Stochastic Implied Trees: Arbitrage Pricing with Stochastic Term and Strike Structure of Volatility256 cited
1993Pricing and hedging with smiles161 cited
2001SOME RESULTS ON PARTIAL DIFFERENTIAL EQUATIONS AND ASIAN OPTIONS139 cited
2000Stock index futures markets: stochastic volatility models and smiles43 cited

Cited by

2007Path dependent volatility33 cited
2007A continuous dependence result for ultraparabolic equations in option pricing28 cited

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