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Authors: H. Berestycki ^a; J. Busca ^b; I. Florent ^c

Affiliations:	^a CAMS, Ecole des Hautes tudes en Sciences Sociales, Raspail, Paris Cedex 06, France
	^b Ceremade, Universit Paris Dauphine, Ny Munkegade, Paris Cedex 06, France
	^c HSBC-CCF, Paris Cedex 08, France

DOI: 10.1088/1469-7688/2/1/305

Publication Frequency: 8 issues per year

Published in: journal

Quantitative Finance, Volume 2, Issue 1 February 2002 , pages 61 - 69

Subjects: Applied Mathematics; Business Mathematics; Finance & Accounting; Financial Mathematics;

Formats available: PDF (English)

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