From local volatility to local Lévy models
Yor, M. ; Carr, P. ; Geman, H. ; Madan, D.
HAL, hal-00103051 / Harvested from HAL
Text on HAL
http://www.tandf.co.uk/journals/titles/14697688.asp
Publié le : 2004-07-05
Classification:  [MATH.MATH-PR]Mathematics [math]/Probability [math.PR] 
@article{hal-00103051,
     author = {Yor, M. and Carr, P. and Geman, H. and Madan, D.},
     title = {From local volatility to local L\'evy models},
     journal = {HAL},
     volume = {2004},
     number = {0},
     year = {2004},
     language = {en},
     url = {http://dml.mathdoc.fr/item/hal-00103051}
}

Yor, M.; Carr, P.; Geman, H.; Madan, D. From local volatility to local Lévy models. HAL, Tome 2004 (2004) no. 0, . http://gdmltest.u-ga.fr/item/hal-00103051/