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Authors: Damiano Brigo ^a; Fabio Mercurio ^a; Giulio Sartorelli ^b

Affiliations:	^a Product and Business Development Group, Banca IMI, Milano, Italy
	^b UBM, Milano, Italy

DOI: 10.1088/1469-7688/3/3/303

Publication Frequency: 8 issues per year

Published in: journal

Quantitative Finance, Volume 3, Issue 3 June 2003 , pages 173 - 183

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

Formats available: PDF (English)

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