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Alternative asset-price dynamics and volatility smile 

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
Formats available: PDF (English)

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