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Combinatorial implications of nonlinear uncertain volatility models: the case of barrier options 

Authors: Marco Avellaneda ^a; Robert Buff ^a

Affiliation:

a New York University, New York 10012± 1185, USA.

DOI: 10.1080/135048699334582

Publication Frequency: 6 issues per year

Published in: Applied Mathematical Finance, Volume 6, Issue 1 March 1999 , pages 1 - 18

Subjects: Applied Mathematics; Business Mathematics; Finance; Financial Mathematics; Physics;

Number of References: 10

Formats available: PDF (English)

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