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Cheridito, P
Statistics Math-Net.Ru
Total publications: 1
Scientific articles: 1

Number of views:
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Abstract pages:219
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References:52
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https://www.mathnet.ru/eng/person27477
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https://mathscinet.ams.org/mathscinet/MRAuthorID/688174

Publications in Math-Net.Ru Citations
2002
1. P. Cheridito, “Sensitivity of the Black–Scholes Option Price to the Local Path Behavior of the Stochastic Process Modeling the Underlying Asset”, Trudy Mat. Inst. Steklova, 237 (2002),  234–248  mathnet  mathscinet  zmath; Proc. Steklov Inst. Math., 237 (2002), 225–239 2

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