Imperial College London

ProfessorDamianoBrigo

Faculty of Natural SciencesDepartment of Mathematics

Chair in Mathematical Finance
 
 
 
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Contact

 

damiano.brigo

 
 
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Location

 

805Weeks BuildingSouth Kensington Campus

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Summary

 

Publications

Citation

BibTex format

@article{Brigo:2003:3/303,
author = {Brigo, D and Mercurio, F and Sartorelli, G},
doi = {3/303},
journal = {QUANTITATIVE FINANCE},
pages = {173--183},
title = {Alternative asset-price dynamics and volatility smile},
url = {http://dx.doi.org/10.1088/1469-7688/3/3/303},
volume = {3},
year = {2003}
}

RIS format (EndNote, RefMan)

TY  - JOUR
AU - Brigo,D
AU - Mercurio,F
AU - Sartorelli,G
DO - 3/303
EP - 183
PY - 2003///
SN - 1469-7688
SP - 173
TI - Alternative asset-price dynamics and volatility smile
T2 - QUANTITATIVE FINANCE
UR - http://dx.doi.org/10.1088/1469-7688/3/3/303
UR - http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000185286200009&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=1ba7043ffcc86c417c072aa74d649202
VL - 3
ER -