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BibTeX record journals/eor/EwaldZ21
@article{DBLP:journals/eor/EwaldZ21, author = {Christian{-}Oliver Ewald and Yihan Zou}, title = {Analytic formulas for futures and options for a linear quadratic jump diffusion model with seasonal stochastic volatility and convenience yield: Do fish jump?}, journal = {Eur. J. Oper. Res.}, volume = {294}, number = {2}, pages = {801--815}, year = {2021}, url = {https://doi.org/10.1016/j.ejor.2021.02.004}, doi = {10.1016/J.EJOR.2021.02.004}, timestamp = {Mon, 28 Aug 2023 21:32:48 +0200}, biburl = {https://dblp.org/rec/journals/eor/EwaldZ21.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
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