BibTeX record journals/eor/BadescuEO15

download as .bib file

@article{DBLP:journals/eor/BadescuEO15,
  author       = {Alexandru Badescu and
                  Robert J. Elliott and
                  Juan{-}Pablo Ortega},
  title        = {Non-Gaussian {GARCH} option pricing models and their diffusion limits},
  journal      = {Eur. J. Oper. Res.},
  volume       = {247},
  number       = {3},
  pages        = {820--830},
  year         = {2015},
  url          = {https://doi.org/10.1016/j.ejor.2015.06.046},
  doi          = {10.1016/J.EJOR.2015.06.046},
  timestamp    = {Tue, 07 May 2024 20:22:47 +0200},
  biburl       = {https://dblp.org/rec/journals/eor/BadescuEO15.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
a service of  Schloss Dagstuhl - Leibniz Center for Informatics

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.