Imperial College London

Professor Dorje Brody

Faculty of Natural SciencesDepartment of Mathematics

Academic Visitor
 
 
 
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Contact

 

d.brody Website

 
 
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Location

 

509Huxley BuildingSouth Kensington Campus

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Summary

 

Publications

Citation

BibTex format

@article{Brody:2012:10.1098/rspa.2011.0670,
author = {Brody, DC and Hughston, LP and Mackie, E},
doi = {10.1098/rspa.2011.0670},
journal = {PROCEEDINGS OF THE ROYAL SOCIETY A-MATHEMATICAL PHYSICAL AND ENGINEERING SCIENCES},
pages = {1778--1798},
title = {General theory of geometric Levy models for dynamic asset pricing},
url = {http://dx.doi.org/10.1098/rspa.2011.0670},
volume = {468},
year = {2012}
}

RIS format (EndNote, RefMan)

TY  - JOUR
AU - Brody,DC
AU - Hughston,LP
AU - Mackie,E
DO - 10.1098/rspa.2011.0670
EP - 1798
PY - 2012///
SN - 1364-5021
SP - 1778
TI - General theory of geometric Levy models for dynamic asset pricing
T2 - PROCEEDINGS OF THE ROYAL SOCIETY A-MATHEMATICAL PHYSICAL AND ENGINEERING SCIENCES
UR - http://dx.doi.org/10.1098/rspa.2011.0670
UR - https://www.webofscience.com/api/gateway?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000303311200013&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=a2bf6146997ec60c407a63945d4e92bb
VL - 468
ER -