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Citation

BibTex format

@article{Forde:2010:10.1098/rspa.2009.0610,
author = {Forde, M and Jacquier, A and Mijatovic, A},
doi = {10.1098/rspa.2009.0610},
journal = {PROCEEDINGS OF THE ROYAL SOCIETY A-MATHEMATICAL PHYSICAL AND ENGINEERING SCIENCES},
pages = {3593--3620},
title = {Asymptotic formulae for implied volatility in the Heston model},
url = {http://dx.doi.org/10.1098/rspa.2009.0610},
volume = {466},
year = {2010}
}
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RIS format (EndNote, RefMan)

TY  - JOUR
AU  - Forde,M
AU  - Jacquier,A
AU  - Mijatovic,A
DO  - 10.1098/rspa.2009.0610
EP  - 3620
PY  - 2010///
SN  - 1364-5021
SP  - 3593
TI  - Asymptotic formulae for implied volatility in the Heston model
T2  - PROCEEDINGS OF THE ROYAL SOCIETY A-MATHEMATICAL PHYSICAL AND ENGINEERING SCIENCES
UR  - http://dx.doi.org/10.1098/rspa.2009.0610
UR  - https://www.webofscience.com/api/gateway?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000283662900009&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=a2bf6146997ec60c407a63945d4e92bb
VL  - 466
ER  -
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