%0 Journal Article %1 Perell�2000 %A Perelló, J. %A Porrà, J. M. %A Montero, M. %A Masoliver, J. %D 2000 %J Physica A: Statistical Mechanics and its Applications %K Option pricing %N 1-2 %P 260--274 %T Black-Scholes option pricing within Itô and Stratonovich conventions %U http://www.sciencedirect.com/science/article/B6TVG-3YYTPKF-N/1/8c7db2bbf3af5774db3cb915f4074e52 %V 278

@article{Perell�2000, added-at = {2008-04-22T10:36:30.000+0200}, author = {Perell{\'o}, J. and Porr{\`a}, J. M. and Montero, M. and Masoliver, J.}, biburl = {https://www.bibsonomy.org/bibtex/2626282d87c63f7212bca0461ac2a300a/smicha}, day = 01, description = {Physica A}, interhash = {304bf6b61a31706e13db68deabe98677}, intrahash = {626282d87c63f7212bca0461ac2a300a}, journal = {Physica A: Statistical Mechanics and its Applications}, keywords = {Option pricing}, month = Apr, number = {1-2}, pages = {260--274}, timestamp = {2008-04-22T10:58:30.000+0200}, title = {Black-Scholes option pricing within It{\^o} and Stratonovich conventions}, url = {http://www.sciencedirect.com/science/article/B6TVG-3YYTPKF-N/1/8c7db2bbf3af5774db3cb915f4074e52}, volume = 278, year = 2000 }