Imperial College London

ProfessorDamianoBrigo

Faculty of Natural SciencesDepartment of Mathematics

Chair in Mathematical Finance
 
 
 
//

Contact

 

damiano.brigo

 
 
//

Location

 

805Weeks BuildingSouth Kensington Campus

//

Summary

 

Publications

Citation

BibTex format

@article{Brigo:2000,
author = {Brigo, D and Mercurio, F},
journal = {Finance and Stochastics},
pages = {147--160},
title = {Option pricing impact of alternative continuous time dynamics for discretely observed stock prices},
volume = {4},
year = {2000}
}

RIS format (EndNote, RefMan)

TY  - JOUR
AU - Brigo,D
AU - Mercurio,F
EP - 160
PY - 2000///
SP - 147
TI - Option pricing impact of alternative continuous time dynamics for discretely observed stock prices
T2 - Finance and Stochastics
VL - 4
ER -