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:2004:1/001,
author = {Brigo, D and Mercurio, F and Rapisarda, F and Scotti, R},
doi = {1/001},
journal = {QUANTITATIVE FINANCE},
pages = {1--16},
title = {Approximated moment-matching dynamics for basket-options pricing},
url = {http://dx.doi.org/10.1088/1469-7688/4/1/001},
volume = {4},
year = {2004}
}

RIS format (EndNote, RefMan)

TY  - JOUR
AU - Brigo,D
AU - Mercurio,F
AU - Rapisarda,F
AU - Scotti,R
DO - 1/001
EP - 16
PY - 2004///
SN - 1469-7688
SP - 1
TI - Approximated moment-matching dynamics for basket-options pricing
T2 - QUANTITATIVE FINANCE
UR - http://dx.doi.org/10.1088/1469-7688/4/1/001
UR - http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000220245400005&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=1ba7043ffcc86c417c072aa74d649202
VL - 4
ER -