Analysis of an uncertain volatility model.
Di Francesco, Marco; Foschi, Paolo; Pascucci, Andrea
Journal of Applied Mathematics and Decision Sciences (2006)
- Volume: 2006, page Article ID 15609, 17 p.-Article ID 15609, 17 p.
- ISSN: 2090-3359
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topDi Francesco, Marco, Foschi, Paolo, and Pascucci, Andrea. "Analysis of an uncertain volatility model.." Journal of Applied Mathematics and Decision Sciences 2006 (2006): Article ID 15609, 17 p.-Article ID 15609, 17 p.. <http://eudml.org/doc/129562>.
@article{DiFrancesco2006,
author = {Di Francesco, Marco, Foschi, Paolo, Pascucci, Andrea},
journal = {Journal of Applied Mathematics and Decision Sciences},
language = {eng},
pages = {Article ID 15609, 17 p.-Article ID 15609, 17 p.},
publisher = {Hindawi Publishing Corporation, New York},
title = {Analysis of an uncertain volatility model.},
url = {http://eudml.org/doc/129562},
volume = {2006},
year = {2006},
}
TY - JOUR
AU - Di Francesco, Marco
AU - Foschi, Paolo
AU - Pascucci, Andrea
TI - Analysis of an uncertain volatility model.
JO - Journal of Applied Mathematics and Decision Sciences
PY - 2006
PB - Hindawi Publishing Corporation, New York
VL - 2006
SP - Article ID 15609, 17 p.
EP - Article ID 15609, 17 p.
LA - eng
UR - http://eudml.org/doc/129562
ER -
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