Geodesic
Correlations and bounds for stochastic volatility models
Annales de l'I.H.P. Analyse non linéaire, Tome 24 (2007) no. 1, pp. 1-16

Voir la notice de l'article provenant de la source Numdam

@article{AIHPC_2007__24_1_1_0,
     author = {Lions, P.-L. and Musiela, M.},
     title = {Correlations and bounds for stochastic volatility models},
     journal = {Annales de l'I.H.P. Analyse non lin\'eaire},
     pages = {1--16},
     publisher = {Elsevier},
     volume = {24},
     number = {1},
     year = {2007},
     doi = {10.1016/j.anihpc.2005.05.007},
     mrnumber = {2286556},
     zbl = {1108.62110},
     language = {en},
     url = {http://geodesic.mathdoc.fr/articles/10.1016/j.anihpc.2005.05.007/}
}
TY  - JOUR
AU  - Lions, P.-L.
AU  - Musiela, M.
TI  - Correlations and bounds for stochastic volatility models
JO  - Annales de l'I.H.P. Analyse non linéaire
PY  - 2007
SP  - 1
EP  - 16
VL  - 24
IS  - 1
PB  - Elsevier
UR  - http://geodesic.mathdoc.fr/articles/10.1016/j.anihpc.2005.05.007/
DO  - 10.1016/j.anihpc.2005.05.007
LA  - en
ID  - AIHPC_2007__24_1_1_0
ER  - 
%0 Journal Article
%A Lions, P.-L.
%A Musiela, M.
%T Correlations and bounds for stochastic volatility models
%J Annales de l'I.H.P. Analyse non linéaire
%D 2007
%P 1-16
%V 24
%N 1
%I Elsevier
%U http://geodesic.mathdoc.fr/articles/10.1016/j.anihpc.2005.05.007/
%R 10.1016/j.anihpc.2005.05.007
%G en
%F AIHPC_2007__24_1_1_0
Lions, P.-L.; Musiela, M. Correlations and bounds for stochastic volatility models. Annales de l'I.H.P. Analyse non linéaire, Tome 24 (2007) no. 1, pp. 1-16. doi: 10.1016/j.anihpc.2005.05.007

Cité par Sources :