%0 Journal Article %1 Heath2003 %A Heath, David %A Platen, Eckhard %D 2003 %I Routledge %J Quantitative Finance %K imported %N 6 %P 442--450 %T Pricing of index options under a minimal market model with log-normal scaling %U http://www.informaworld.com/10.1088/1469-7688/3/6/303 %V 3

@article{Heath2003, added-at = {2008-04-23T19:09:19.000+0200}, author = {Heath, David and Platen, Eckhard}, biburl = {https://www.bibsonomy.org/bibtex/2f7dfce2ce1d286c495ba69f163b75195/smicha}, interhash = {2785a6e37effd778e5570b95a9467b22}, intrahash = {f7dfce2ce1d286c495ba69f163b75195}, issn = {1469-7688}, journal = {Quantitative Finance}, keywords = {imported}, number = 6, pages = {442--450}, publisher = {Routledge}, timestamp = {2008-04-23T19:09:30.000+0200}, title = {Pricing of index options under a minimal market model with log-normal scaling}, url = {http://www.informaworld.com/10.1088/1469-7688/3/6/303}, volume = 3, year = 2003 }