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Details for article 1 of 16 found articles
| Title: |
Application of large deviation methods to the pricing of index options in finance |
| Author: |
Avellaneda, Marco Boyer-Olson, Dash Busca, Jérôme Friz, Peter |
| Appeared in: |
Comptes Rendus mathematique |
| Paging: | Volume 336 (2003) nr. 3 pages 4 p. |
| Year: |
2003 |
| Contents: | |
| Publisher: |
Académie des sciences/Éditions scientifiques et médicales Elsevier SAS |
| Source file: |
Elektronische Wetenschappelijke Tijdschriften |
Details for article 1 of 16 found articles
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