@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://www.numdam.org/articles/10.1016/j.anihpc.2005.05.007/}
}