Professor Philip A. Ernst

Faculty of Natural Sciences, Department of Mathematics

Chair in Statistics and Royal Society Wolfson Fellow

Contact

p.ernst Website

Location

544Huxley BuildingSouth Kensington Campus

Summary

Publications

Citation

BibTex format

@article{Ernst:2017:10.1080/15326349.2016.1200473,
author = {Ernst, P},
doi = {10.1080/15326349.2016.1200473},
journal = {Stochastic Models},
pages = {48--58},
title = {On the arbitrage price of European call options},
url = {http://dx.doi.org/10.1080/15326349.2016.1200473},
volume = {33},
year = {2017}
}

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RIS format (EndNote, RefMan)

TY  - JOUR
AU  - Ernst,P
DO  - 10.1080/15326349.2016.1200473
EP  - 58
PY  - 2017///
SN  - 1532-6349
SP  - 48
TI  - On the arbitrage price of European call options
T2  - Stochastic Models
UR  - http://dx.doi.org/10.1080/15326349.2016.1200473
VL  - 33
ER  -

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