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On the risk premium for option pricing in a stochastic-volatility financial model: Malliavin and PDE techniques/

Gomez Velez, Cesar Augusto.

On the risk premium for option pricing in a stochastic-volatility financial model: Malliavin and PDE techniques/ Cesar Augusto Gomez Velez; orientador: Jorge Passamani Zubelli. - Rio de Janeiro: IMPA, 2007. - 64 p. - Tese de Doutorado - IMPA .

Instituto de Matematica Pura e Aplicada.

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