Combinatorial implications of nonlinear uncertain volatility models: The case of better options

Research output: Contribution to journalArticle

Original languageEnglish (US)
JournalApplied Mathematical Finance
StatePublished - 1999

Cite this

@article{5616bed9afeb43ca80020c25ae27435f,
title = "Combinatorial implications of nonlinear uncertain volatility models: The case of better options",
author = "Marco Avellaneda and R. Buff",
year = "1999",
language = "English (US)",
journal = "Applied Mathematical Finance",
issn = "1350-486X",
publisher = "Routledge",

}

TY - JOUR

T1 - Combinatorial implications of nonlinear uncertain volatility models

T2 - The case of better options

AU - Avellaneda, Marco

AU - Buff, R.

PY - 1999

Y1 - 1999

M3 - Article

JO - Applied Mathematical Finance

JF - Applied Mathematical Finance

SN - 1350-486X

ER -