ChengCLMN11'

@article{DBLP:journals/siamfm/ChengCLMN11,
  author    = {Wen Cheng and
               Nick Costanzino and
               John Liechty and
               Anna L. Mazzucato and
               Victor Nistor},
  title     = {Closed-Form Asymptotics and Numerical Approximations of
               1D Parabolic Equations with Applications to Option Pricing},
  journal   = {SIAM J. Financial Math.},
  volume    = {2},
  number    = {1},
  year      = {2011},
  pages     = {901-934},
  ee        = {http://dx.doi.org/10.1137/100796832},
  bibsource = {DBLP, http://dblp.uni-trier.de}
}