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DBLP BibTeX Record 'journals/csda/Barone-AdesiRR05'

@article{DBLP:journals/csda/Barone-AdesiRR05,
  author    = {Giovanni Barone-Adesi and
               Henrik Rasmussen and
               Claudia Ravanelli},
  title     = {An option pricing formula for the GARCH diffusion model},
  journal   = {Computational Statistics {\&} Data Analysis},
  volume    = {49},
  number    = {2},
  year      = {2005},
  pages     = {287-310},
  ee        = {http://dx.doi.org/10.1016/j.csda.2004.05.014},
  bibsource = {DBLP, http://dblp.uni-trier.de}
}