Original language | English (US) |
---|---|

Journal | Applied Mathematical Finance |

State | Published - 1996 |

### Cite this

**Managing the volitility risk of portfolios of derivative securities : The Lagrangian uncertain volatility model.** / Avellaneda, Marco; Paras, A.

Research output: Contribution to journal › Article

@article{0579327881ce4d7e93bd83bc63418761,

title = "Managing the volitility risk of portfolios of derivative securities: The Lagrangian uncertain volatility model",

author = "Marco Avellaneda and A. Paras",

year = "1996",

language = "English (US)",

journal = "Applied Mathematical Finance",

issn = "1350-486X",

publisher = "Routledge",

}

TY - JOUR

T1 - Managing the volitility risk of portfolios of derivative securities

T2 - The Lagrangian uncertain volatility model

AU - Avellaneda, Marco

AU - Paras, A.

PY - 1996

Y1 - 1996

M3 - Article

JO - Applied Mathematical Finance

JF - Applied Mathematical Finance

SN - 1350-486X

ER -