%0 Journal Article %1 journals/siamfm/FouqueJL11 %A Fouque, Jean-Pierre %A Jaimungal, Sebastian %A Lorig, Matthew J. %D 2011 %J SIAM J. Financial Math. %K dblp %N 1 %P 665-691 %T Spectral Decomposition of Option Prices in Fast Mean-Reverting Stochastic Volatility Models. %U http://dblp.uni-trier.de/db/journals/siamfm/siamfm2.html#FouqueJL11 %V 2

@article{journals/siamfm/FouqueJL11, added-at = {2024-02-05T00:00:00.000+0100}, author = {Fouque, Jean-Pierre and Jaimungal, Sebastian and Lorig, Matthew J.}, biburl = {https://www.bibsonomy.org/bibtex/29b1de3008365f4c9596c49d7736ecaa1/dblp}, ee = {https://doi.org/10.1137/100803614}, interhash = {6adb0e5ea4b0eea2a431a99dc810e68c}, intrahash = {9b1de3008365f4c9596c49d7736ecaa1}, journal = {SIAM J. Financial Math.}, keywords = {dblp}, number = 1, pages = {665-691}, timestamp = {2024-04-09T03:39:51.000+0200}, title = {Spectral Decomposition of Option Prices in Fast Mean-Reverting Stochastic Volatility Models.}, url = {http://dblp.uni-trier.de/db/journals/siamfm/siamfm2.html#FouqueJL11}, volume = 2, year = 2011 }