Pricing and hedging derivative securities in markets with uncertain volatilities

Authors: M. Avellaneda ^a^b; A. Levy ^c; A. Par Aacute

S ^a

Affiliations:	^a Courant Institute of Mathematical Sciences, New York, NY, USA
	^b Institute for Advanced Study, Princeton, NJ, USA
	^c J. P. Morgan Securities, New York, NY, USA

DOI: 10.1080/13504869500000005

Publication Frequency: 6 issues per year

Published in: journal

Applied Mathematical Finance, Volume 2, Issue 2 June 1995 , pages 73 - 88

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

Formats available: PDF (English)

Article Requests: Order Reprints : Request Permissions

Linking to informaworld

Article Link

To link directly to Pricing and hedging derivative securities in markets with uncertain volatilities:

Open URL Style	http://www.informaworld.com/openurl?genre=article&issn=1350-486X&volume=2&issue=2&spage=73
DOI	http://dx.doi.org/10.1080/13504869500000005

Issue Link

To link directly to Applied Mathematical Finance, Volume 2 No. 2:

Open URL Style

Journal Link

To link directly to Applied Mathematical Finance:

Open URL Style	http://www.informaworld.com/openurl?genre=journal&issn=1350-486X
Paper ISSN	http://www.informaworld.com/1350-486X
Electronic ISSN	http://www.informaworld.com/1466-4313