BibTeX record journals/eor/MrazekPS16

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@article{DBLP:journals/eor/MrazekPS16,
  author       = {Milan Mr{\'{a}}zek and
                  Posp\'{\i}\v{s}il and
                  Tom{\'{a}}s Sobotka},
  title        = {On calibration of stochastic and fractional stochastic volatility
                  models},
  journal      = {Eur. J. Oper. Res.},
  volume       = {254},
  number       = {3},
  pages        = {1036--1046},
  year         = {2016},
  url          = {https://doi.org/10.1016/j.ejor.2016.04.033},
  doi          = {10.1016/J.EJOR.2016.04.033},
  timestamp    = {Mon, 29 Jun 2020 09:12:01 +0200},
  biburl       = {https://dblp.org/rec/journals/eor/MrazekPS16.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
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