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Authors: Umberto Cherubini ^a; Giovanni Della Lunga ^b

Affiliations:	^a Department of Mathematical Economics, University of Bologna, Viale Filopanti 5, 40126 Bologna, Italy.
	^b Polyhedron Computational Finance, Florence, Italy.

DOI: 10.1080/13504860110061013

Publication Frequency: 6 issues per year

Published in: journal

Applied Mathematical Finance, Volume 8, Issue 2 May 2001 , pages 79 - 95

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

Number of References: 21

Formats available: PDF (English)

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