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