%0 Journal Article
%A Avellaneda, Marco
%A Boyer-Olson, Dash
%A Busca, Jérôme
%A Friz, Peter
%T Application of large deviation methods to the pricing of index options in finance
%J Comptes Rendus. Mathématique
%D 2003
%P 263-266
%V 336
%N 3
%I Elsevier
%U http://archive.numdam.org/articles/10.1016/S1631-073X(03)00032-3/
%R 10.1016/S1631-073X(03)00032-3
%G en
%F CRMATH_2003__336_3_263_0