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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: 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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