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smicha's BibTeX entry:  

Some exotic options under symmetric and asymmetric conditional volatility of returns

Journal of Multinational Financial Management, 9(3-4): 403--417, 1999.
Authors: David M. Walsh
URL: http://www.sciencedirect.com/science/article/B6VGV-3XTDV7M-D/1/ad920deaf1673d6d0c7ecbf1a2663f81
Tags: Asymmetric volatility
| URL | BibTeX  
@article{Walsh1999,
title = {Some exotic options under symmetric and asymmetric conditional volatility of returns},
author = {David M. Walsh},
journal = {Journal of Multinational Financial Management},
month = {Nov},
number = {3-4},
pages = {403--417},
url = {http://www.sciencedirect.com/science/article/B6VGV-3XTDV7M-D/1/ad920deaf1673d6d0c7ecbf1a2663f81},
volume = {9},
year = {1999},
keywords = {Asymmetric volatility }
}