Pricing and hedging derivative securities in markets with uncertain volatility

Marco Avellaneda, A. Levy, A. Paras

Research output: Contribution to journalArticle

Original languageEnglish (US)
JournalApplied Mathematical Finance
StatePublished - 1995

Cite this

Pricing and hedging derivative securities in markets with uncertain volatility. / Avellaneda, Marco; Levy, A.; Paras, A.

In: Applied Mathematical Finance, 1995.

Research output: Contribution to journalArticle

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title = "Pricing and hedging derivative securities in markets with uncertain volatility",
author = "Marco Avellaneda and A. Levy and A. Paras",
year = "1995",
language = "English (US)",
journal = "Applied Mathematical Finance",
issn = "1350-486X",
publisher = "Routledge",

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T1 - Pricing and hedging derivative securities in markets with uncertain volatility

AU - Avellaneda, Marco

AU - Levy, A.

AU - Paras, A.

PY - 1995

Y1 - 1995

M3 - Article

JO - Applied Mathematical Finance

JF - Applied Mathematical Finance

SN - 1350-486X

ER -