no. 1
Correlations and bounds for stochastic volatility models
Annales de l'I.H.P. Analyse non linéaire, Tome 24 (2007) no. 1, pp. 1-16. 
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     title = {Correlations and bounds for stochastic volatility models},
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Lions, P.-L.; Musiela, M. Correlations and bounds for stochastic volatility models. Annales de l'I.H.P. Analyse non linéaire, Tome 24 (2007) no. 1, pp. 1-16. doi : 10.1016/j.anihpc.2005.05.007. http://archive.numdam.org/articles/10.1016/j.anihpc.2005.05.007/

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