BibTeX record journals/siamfm/DetempleK18

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@article{DBLP:journals/siamfm/DetempleK18,
  author       = {J{\'{e}}r{\^{o}}me Detemple and
                  Yerkin Kitapbayev},
  title        = {American Options with Discontinuous Two-Level Caps},
  journal      = {{SIAM} J. Financial Math.},
  volume       = {9},
  number       = {1},
  pages        = {219--250},
  year         = {2018},
  url          = {https://doi.org/10.1137/17M1110791},
  doi          = {10.1137/17M1110791},
  timestamp    = {Mon, 26 Oct 2020 08:38:43 +0100},
  biburl       = {https://dblp.org/rec/journals/siamfm/DetempleK18.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
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