Working paper
Option Hedging and Implicit Volatilities in a Stochastic Volatility Model
Eric Renault, and Nizar Touzi
IDEI Working Paper
n. 30, 1993
Reference
Eric Renault, and Nizar Touzi, “Option Hedging and Implicit Volatilities in a Stochastic Volatility Model”, IDEI Working Paper, n. 30, 1993.