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Authors: Roger Lord ^a; Antoon Pelsser ^b

Affiliations:	^a Financial Engineering, Rabobank International, London, UK
	^b University of Amsterdam, Amsterdam School of Economics, Amsterdam, The Netherlands

DOI: 10.1080/13504860600661111

Publication Frequency: 6 issues per year

Published in: journal

Applied Mathematical Finance, Volume 14, Issue 2 May 2007 , pages 105 - 130

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

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

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