TY  - JOUR
AU  - Avellaneda, Marco
AU  - Boyer-Olson, Dash
AU  - Busca, Jérôme
AU  - Friz, Peter
TI  - Application of large deviation methods to the pricing of index options in finance
JO  - Comptes Rendus. Mathématique
PY  - 2003
SP  - 263
EP  - 266
VL  - 336
IS  - 3
PB  - Elsevier
UR  - http://www.numdam.org/articles/10.1016/S1631-073X(03)00032-3/
DO  - 10.1016/S1631-073X(03)00032-3
LA  - en
ID  - CRMATH_2003__336_3_263_0
ER  -