David M. Pooley, Peter A. Forsyth, Kenneth R. Vetzal. Two Factor Option Pricing with Uncertain Volatility. In Vipin Kumar, Marina L. Gavrilova, Chih Jeng Kenneth Tan, Pierre L Ecuyer, editors, Computational Science and Its Applications - ICCSA 2003, International Conference, Montreal, Canada, May 18-21, 2003, Proceedings, Part III. Volume 2669 of Lecture Notes in Computer Science, pages 158-167, Springer, 2003. [doi]
@inproceedings{PooleyFV03,
title = {Two Factor Option Pricing with Uncertain Volatility},
author = {David M. Pooley and Peter A. Forsyth and Kenneth R. Vetzal},
year = {2003},
url = {http://springerlink.metapress.com/openurl.asp?genre=article&issn=0302-9743&volume=2669&spage=158},
researchr = {https://researchr.org/publication/PooleyFV03},
cites = {0},
citedby = {0},
pages = {158-167},
booktitle = {Computational Science and Its Applications - ICCSA 2003, International Conference, Montreal, Canada, May 18-21, 2003, Proceedings, Part III},
editor = {Vipin Kumar and Marina L. Gavrilova and Chih Jeng Kenneth Tan and Pierre L Ecuyer},
volume = {2669},
series = {Lecture Notes in Computer Science},
publisher = {Springer},
isbn = {3-540-40156-3},
}