Correlations and bounds for stochastic volatility models
Lions, P.-L. ; Musiela, M.
Annales de l'I.H.P. Analyse non linéaire, Tome 24 (2007), p. 1-16 / Harvested from Numdam
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@article{AIHPC_2007__24_1_1_0,
     author = {Lions, Pierre-Louis and Musiela, M.},
     title = {Correlations and bounds for stochastic volatility models},
     journal = {Annales de l'I.H.P. Analyse non lin\'eaire},
     volume = {24},
     year = {2007},
     pages = {1-16},
     doi = {10.1016/j.anihpc.2005.05.007},
     mrnumber = {2286556},
     zbl = {1108.62110},
     language = {en},
     url = {http://dml.mathdoc.fr/item/AIHPC_2007__24_1_1_0}
}

Lions, P.-L.; Musiela, M. Correlations and bounds for stochastic volatility models. Annales de l'I.H.P. Analyse non linéaire, Tome 24 (2007) pp. 1-16. doi : 10.1016/j.anihpc.2005.05.007. http://gdmltest.u-ga.fr/item/AIHPC_2007__24_1_1_0/

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