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

@inproceedings{Brigo:2002,
author = {Brigo, D and Mercurio, F},
pages = {151--174},
publisher = {SPRINGER-VERLAG BERLIN},
title = {Displaced and mixture diffusions for analytically-tractable smile models},
url = {http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000175560400008&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=1ba7043ffcc86c417c072aa74d649202},
year = {2002}
}

RIS format (EndNote, RefMan)

TY  - CPAPER
AU - Brigo,D
AU - Mercurio,F
EP - 174
PB - SPRINGER-VERLAG BERLIN
PY - 2002///
SP - 151
TI - Displaced and mixture diffusions for analytically-tractable smile models
UR - http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000175560400008&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=1ba7043ffcc86c417c072aa74d649202
ER -