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Pricing and hedging derivative securities in markets with uncertain volatilities 

Authors: M. Avellaneda ^ab;  A. Levy ^c; A. ParS ^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: 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)

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