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:2002,
author = {Brigo, D and Mercurio, F},
journal = {International Journal of Theoretical and Applied Finance},
pages = {427--446},
title = {Lognormal-mixture dynamics and calibration to market volatility smiles},
volume = {5},
year = {2002}
}

RIS format (EndNote, RefMan)

TY  - JOUR
AU - Brigo,D
AU - Mercurio,F
EP - 446
PY - 2002///
SP - 427
TI - Lognormal-mixture dynamics and calibration to market volatility smiles
T2 - International Journal of Theoretical and Applied Finance
VL - 5
ER -