Analysis of an uncertain volatility model.
Di Francesco, Marco ; Foschi, Paolo ; Pascucci, Andrea
Journal of Applied Mathematics and Decision Sciences, Tome 2006 (2006), / Harvested from The Electronic Library of Mathematics
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Publié le : 2006-01-01
DOI : https://doi.org/10.1155/JAMDS/2006/15609
EUDML-ID : urn:eudml:doc:129562 
@article{05369116,
     title = {Analysis of an uncertain volatility model.},
     journal = {Journal of Applied Mathematics and Decision Sciences},
     volume = {2006},
     year = {2006},
     doi = {10.1155/JAMDS/2006/15609},
     zbl = {1153.91485},
     language = {en},
     url = {http://dml.mathdoc.fr/item/05369116}
}

Di Francesco, Marco; Foschi, Paolo; Pascucci, Andrea. Analysis of an uncertain volatility model.. Journal of Applied Mathematics and Decision Sciences, Tome 2006 (2006) . doi : 10.1155/JAMDS/2006/15609. http://gdmltest.u-ga.fr/item/05369116/