Vervuurt, Alexander http://orcid.org/0000-0002-8092-0290
Karatzas, Ioannis
Funding for this research was provided by:
National Science Foundation (NSF-DMS-14-05210)
Engineering and Physical Sciences Research Council
Nomura
Oxford-Man Institute of Quantitative Finance
Article History
Received: 4 April 2015
Accepted: 3 July 2015
First Online: 21 July 2015