Research Publications

Citation

BibTex format

@article{Forde:2011:10.1007/s00780-011-0162-z,
author = {Forde, M and Jacquier, A and Mijatovic, A},
doi = {10.1007/s00780-011-0162-z},
journal = {FINANCE AND STOCHASTICS},
pages = {781--784},
title = {A note on essential smoothness in the Heston model},
url = {http://dx.doi.org/10.1007/s00780-011-0162-z},
volume = {15},
year = {2011}
}
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RIS format (EndNote, RefMan)

TY  - JOUR
AU  - Forde,M
AU  - Jacquier,A
AU  - Mijatovic,A
DO  - 10.1007/s00780-011-0162-z
EP  - 784
PY  - 2011///
SN  - 0949-2984
SP  - 781
TI  - A note on essential smoothness in the Heston model
T2  - FINANCE AND STOCHASTICS
UR  - http://dx.doi.org/10.1007/s00780-011-0162-z
UR  - https://www.webofscience.com/api/gateway?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000297588700007&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=a2bf6146997ec60c407a63945d4e92bb
VL  - 15
ER  -
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