ProfessorDamianoBrigo

Faculty of Natural Sciences, Department of Mathematics

Chair in Mathematical Finance

Contact

damiano.brigo CV

Location

805Weeks BuildingSouth Kensington Campus

Summary

Publications

Citation

BibTex format

@unpublished{Armstrong:2021:10.1111/mafi.12308,
author = {Armstrong, J and Bellani, C and Brigo, D and Cass, T},
doi = {10.1111/mafi.12308},
publisher = {WILEY},
title = {Option pricing models without probability: A rough paths approach},
url = {http://dx.doi.org/10.1111/mafi.12308},
year = {2021}
}

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RIS format (EndNote, RefMan)

TY  - UNPB
AU  - Armstrong,J
AU  - Bellani,C
AU  - Brigo,D
AU  - Cass,T
DO  - 10.1111/mafi.12308
PB  - WILEY
PY  - 2021///
TI  - Option pricing models without probability: A rough paths approach
UR  - http://dx.doi.org/10.1111/mafi.12308
UR  - https://www.webofscience.com/api/gateway?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000647191800001&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=a2bf6146997ec60c407a63945d4e92bb
ER  -

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