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Authors: Christian Kahl ^a^b; Peter J auml

ckel ^a

Affiliations:	^a Quantitative Analytics Group, ABN AMRO, London EC2M 4AA, UK
	^b Department of Mathematics, University of Wuppertal, Wuppertal, D-42119, Germany

DOI: 10.1080/14697680600841108

Publication Frequency: 8 issues per year

Published in: journal

Quantitative Finance, Volume 6, Issue 6 December 2006 , pages 513 - 536

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

Formats available: HTML (English) : PDF (English)

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