@article{TM_2002_237_a13,
     author = {P. Cheridito},
     title = {Sensitivity of the {Black--Scholes} {Option} {Price} to the {Local} {Path
}},
     journal = {Trudy Matematicheskogo Instituta imeni V.A. Steklova},
     pages = {234--248},
     publisher = {mathdoc},
     volume = {237},
     year = {2002},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/TM_2002_237_a13/}
}