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Authors: Vicky Henderson ^a; David Hobson ^b

Affiliations:	^a Financial Options Research Centre, Warwick Business School, University of Warwick, Coventry CV4 7AL, UK.
	^b Department of Mathematical Sciences, University of Bath, Bath BA.

DOI: 10.1080/13504860110068863

Publication Frequency: 6 issues per year

Published in: journal

Applied Mathematical Finance, Volume 8, Issue 2 May 2001 , pages 97 - 118

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

Number of References: 25

Formats available: PDF (English)

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