Stock Price Distributions with Stochastic Volatility: An Analytic Approach

Abstract

Journal Article Stock Price Distributions with Stochastic Volatility: An Analytic Approach Get access Elias M. Stein, Elias M. Stein Princeton University Search for other works by this author on: Oxford Academic Google Scholar Jeremy C. Stein Jeremy C. Stein Massachusetts Institute of Technology Search for other works by this author on: Oxford Academic Google Scholar The Review of Financial Studies, Volume 4, Issue 4, October 1991, Pages 727–752, https://doi.org/10.1093/rfs/4.4.727 Published: 05 May 2015