BibTeX record journals/mcs/WangOC15

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@article{DBLP:journals/mcs/WangOC15,
  author       = {Hengxu Wang and
                  John G. O'Hara and
                  Nick Constantinou},
  title        = {A path-independent approach to integrated variance under the {CEV}
                  model},
  journal      = {Math. Comput. Simul.},
  volume       = {109},
  pages        = {130--152},
  year         = {2015},
  url          = {https://doi.org/10.1016/j.matcom.2014.09.004},
  doi          = {10.1016/J.MATCOM.2014.09.004},
  timestamp    = {Wed, 04 Mar 2020 14:21:00 +0100},
  biburl       = {https://dblp.org/rec/journals/mcs/WangOC15.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
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