Entry Pillay:2011:FBO from jcomputapplmath2010.bib

Last update: Fri Mar 23 02:13:54 MDT 2018                Valid HTML 3.2!

Index sections

Top | Symbols | Math | A | B | C | D | E | F | G | H | I | J | K | L | M | N | O | P | Q | R | S | T | U | V | W | X | Y | Z

BibTeX entry

@Article{Pillay:2011:FBO,
  author =       "E. Pillay and J. G. O'Hara",
  title =        "{FFT} based option pricing under a mean reverting
                 process with stochastic volatility and jumps",
  journal =      j-J-COMPUT-APPL-MATH,
  volume =       "235",
  number =       "12",
  pages =        "3378--3384",
  day =          "15",
  month =        apr,
  year =         "2011",
  CODEN =        "JCAMDI",
  ISSN =         "0377-0427 (print), 1879-1778 (electronic)",
  ISSN-L =       "0377-0427",
  bibdate =      "Sat Feb 25 13:24:27 MST 2017",
  bibsource =    "http://www.math.utah.edu/pub/tex/bib/jcomputapplmath2010.bib",
  URL =          "http://www.sciencedirect.com/science/article/pii/S037704271000590X",
  acknowledgement = ack-nhfb,
  fjournal =     "Journal of Computational and Applied Mathematics",
  journal-URL =  "http://www.sciencedirect.com/science/journal/03770427",
}

Related entries