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About this Journal

Authors: David Hobson ^a^b; Peter Laurence ^c; Tai-Ho Wang ^d

Affiliations:	^a Department of Mathematical Sciences, University of Bath, Bath BA2 7AY,, UK
	^b Operations Research and Financial Engineering, Princeton University, Princeton, NJ 08544, USA
	^c Dipartimento di Matematica, Universit di Roma, 'La Sapienza', 00185 Roma, Italia
	^d Department of Mathematics, National Chung Cheng University, Chia-Yi 621, Taiwan

DOI: 10.1080/14697680500151392

Publication Frequency: 8 issues per year

Published in: journal

Quantitative Finance, Volume 5, Issue 4 August 2005 , pages 329 - 342

Subjects: Applied Mathematics; Business Mathematics; Finance & Accounting; Financial Mathematics;

Number of References: 20

Formats available: HTML (English) : PDF (English)

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