Mathematical foundation of convexity correction

AAJ (Antoon) Pelsser

Research output: Contribution to journal › Article › Academic › peer-review

16 Citations (Scopus)

February 2003

Access to Document

@article{dbfb93f5c0004718b596645bfe156890,

title = "Mathematical foundation of convexity correction",

author = "Pelsser, {AAJ (Antoon)}",

note = "February 2003",

year = "2003",

doi = "10.1088/1469-7688/3/1/306",

language = "Undefined/Unknown",

volume = "3",

pages = "59--65",

journal = "Quantitative Finance",

issn = "1469-7688",

publisher = "Taylor & Francis Ltd",

number = "1",

}