Alternative Asset Price Dynamics and Volatility Smile

Damiano Brigo, F Mercurio, G Sartorelli

Research output: Contribution to journal › Article › peer-review

14 Citations (Scopus)

Cite this

@article{07eaf373c4e148f3bb1b533829b4cfb9,

title = "Alternative Asset Price Dynamics and Volatility Smile",

author = "Damiano Brigo and F Mercurio and G Sartorelli",

year = "2003",

month = jun,

language = "English",

volume = "3",

pages = "173 -- 183",

journal = "Quantitative Finance",

issn = "1469-7688",

publisher = "Taylor and Francis Ltd.",

number = "3",

}