"Robustness of the Black-Scholes approach in the case of options on several ..."

Silvia Romagnoli, Tiziano Vargiolu (2000)

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DOI: 10.1007/S007800050076

access: closed

type: Journal Article

metadata version: 2020-07-22

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Silvia Romagnoli, Tiziano Vargiolu:
Robustness of the Black-Scholes approach in the case of options on several assets. Finance Stochastics 4(3): 325-341 (2000)

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