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About this Journal

Authors: Patrick S. Hagan ^a; Diana E. Woodward ^b

Affiliations:	^a NumeriX, 546 Fifth Avenue, 17th Floor, New York, NY 10036, USA.
	^b 2The Bank of Tokyo-Mitsubishi, Ltd., 1251 Avenue of the Americas, New York, NY 10020, USA.

DOI: 10.1080/135048699334500

Publication Frequency: 6 issues per year

Published in: journal

Applied Mathematical Finance, Volume 6, Issue 3 September 1999 , pages 147 - 157

Subjects: Applied Mathematics; Business Mathematics; Finance; Financial Mathematics; Physics;

Number of References: 10

Formats available: PDF (English)

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