%0 Journal Article %1 journals/siamfm/FouqueL11 %A Fouque, Jean-Pierre %A Lorig, Matthew J. %D 2011 %J SIAM J. Financial Math. %K dblp %N 1 %P 221-254 %T A Fast Mean-Reverting Correction to Heston's Stochastic Volatility Model. %U http://dblp.uni-trier.de/db/journals/siamfm/siamfm2.html#FouqueL11 %V 2

@article{journals/siamfm/FouqueL11, added-at = {2011-05-26T00:00:00.000+0200}, author = {Fouque, Jean-Pierre and Lorig, Matthew J.}, biburl = {https://www.bibsonomy.org/bibtex/207f01025538f1c96018e7df9461385a9/dblp}, ee = {http://dx.doi.org/10.1137/090761458}, interhash = {872328d2311c5d45e1badb0abac10b94}, intrahash = {07f01025538f1c96018e7df9461385a9}, journal = {SIAM J. Financial Math.}, keywords = {dblp}, number = 1, pages = {221-254}, timestamp = {2011-05-27T11:37:46.000+0200}, title = {A Fast Mean-Reverting Correction to Heston's Stochastic Volatility Model.}, url = {http://dblp.uni-trier.de/db/journals/siamfm/siamfm2.html#FouqueL11}, volume = 2, year = 2011 }