| Original language | English |
|---|---|
| Pages (from-to) | 435 - 446 |
| Number of pages | 12 |
| Journal | Discrete and Continuous Dynamical Systems - Series B |
| Volume | 19 |
| Issue number | 2 |
| DOIs | |
| Publication status | Published - 2014 |
Cite this
@article{a1dbdc7e4e8a4d3ea4496556a2177fce,
title = "Volatility in options formulae for general stochastic dynamics",
author = "Kais Hamza and Klebaner, {Fima C} and Olivia Mah",
year = "2014",
doi = "10.3934/dcdsb.2014.19.435",
language = "English",
volume = "19",
pages = "435 -- 446",
journal = "Discrete and Continuous Dynamical Systems - Series B",
issn = "1531-3492",
publisher = "American Institute of Mathematical Sciences (AIMS)",
number = "2",
}
Hamza, K, Klebaner, FC & Mah, O 2014, 'Volatility in options formulae for general stochastic dynamics', Discrete and Continuous Dynamical Systems - Series B, vol. 19, no. 2, pp. 435 - 446. https://doi.org/10.3934/dcdsb.2014.19.435
Volatility in options formulae for general stochastic dynamics. / Hamza, Kais; Klebaner, Fima C; Mah, Olivia.
In: Discrete and Continuous Dynamical Systems - Series B, Vol. 19, No. 2, 2014, p. 435 - 446.Research output: Contribution to journal › Article › Research › peer-review
TY - JOUR
T1 - Volatility in options formulae for general stochastic dynamics
AU - Hamza, Kais
AU - Klebaner, Fima C
AU - Mah, Olivia
PY - 2014
Y1 - 2014
U2 - 10.3934/dcdsb.2014.19.435
DO - 10.3934/dcdsb.2014.19.435
M3 - Article
VL - 19
SP - 435
EP - 446
JO - Discrete and Continuous Dynamical Systems - Series B
JF - Discrete and Continuous Dynamical Systems - Series B
SN - 1531-3492
IS - 2
ER -