%0 Journal Article %1 Yu2006a %A Yu, Jun %A Yang, Zhenlin %A Zhang, Xibin %D 2006 %J Computational Statistics & Data Analysis %K Box-Cox transformation %N 4 %P 2218--2231 %T A class of nonlinear stochastic volatility models and its implications for pricing currency options %U http://www.sciencedirect.com/science/article/B6V8V-4KVXNCC-1/1/81d36513d935ce29637fb2fa0999d5d0 %V 51

@article{Yu2006a, added-at = {2008-04-23T14:55:19.000+0200}, author = {Yu, Jun and Yang, Zhenlin and Zhang, Xibin}, biburl = {https://www.bibsonomy.org/bibtex/2d442a2125bf4a005c64a3caed732cf33/smicha}, day = 15, interhash = {2efaf7179631069b99f6682ccbf0a36f}, intrahash = {d442a2125bf4a005c64a3caed732cf33}, journal = {Computational Statistics \& Data Analysis}, keywords = {Box-Cox transformation}, month = Dec, number = 4, pages = {2218--2231}, timestamp = {2008-04-23T14:56:33.000+0200}, title = {A class of nonlinear stochastic volatility models and its implications for pricing currency options}, url = {http://www.sciencedirect.com/science/article/B6V8V-4KVXNCC-1/1/81d36513d935ce29637fb2fa0999d5d0}, volume = 51, year = 2006 }