Towards a Generalization of Dupire's Equation for Several Assets

AuthID
 P-00K-A4V
3
Author(s)
De Napoli, P
·
Document Type
Article
Year published
2009
Published
in JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, ISSN: 0022-247X
Volume: 355, Issue: 1, Pages: 170-179 (10)
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Publication Identifiers
Wos: WOS:000265801800015
Source Identifiers
ISSN: 0022-247X
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