%0 Journal Article %1 journals/siamfm/FordeZ16 %A Forde, Martin %A Zhang, Hongzhong %D 2016 %J SIAM J. Financial Math. %K dblp %N 1 %P 448-476 %T Small-Time Asymptotics for Basket Options - the Bivariate SABR Model and the Hyperbolic Heat Kernel on ℍ3. %U http://dblp.uni-trier.de/db/journals/siamfm/siamfm7.html#FordeZ16 %V 7

@article{journals/siamfm/FordeZ16, added-at = {2017-01-26T00:00:00.000+0100}, author = {Forde, Martin and Zhang, Hongzhong}, biburl = {https://www.bibsonomy.org/bibtex/2c135d29a5de942ba61341c94400aab05/dblp}, ee = {http://dx.doi.org/10.1137/15M1029795}, interhash = {69b4bf0690590e749edb4cef0036ad2b}, intrahash = {c135d29a5de942ba61341c94400aab05}, journal = {SIAM J. Financial Math.}, keywords = {dblp}, number = 1, pages = {448-476}, timestamp = {2017-01-27T11:34:56.000+0100}, title = {Small-Time Asymptotics for Basket Options - the Bivariate SABR Model and the Hyperbolic Heat Kernel on ℍ3.}, url = {http://dblp.uni-trier.de/db/journals/siamfm/siamfm7.html#FordeZ16}, volume = 7, year = 2016 }