Correlations and bounds for stochastic volatility models
Annales de l'I.H.P. Analyse non linéaire, Volume 24 (2007) no. 1, p. 1-16
@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},
     publisher = {Elsevier},
     volume = {24},
     number = {1},
     year = {2007},
     pages = {1-16},
     doi = {10.1016/j.anihpc.2005.05.007},
     zbl = {1108.62110},
     mrnumber = {2286556},
     language = {en},
     url = {http://www.numdam.org/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, Volume 24 (2007) no. 1, pp. 1-16. doi : 10.1016/j.anihpc.2005.05.007. http://www.numdam.org/item/AIHPC_2007__24_1_1_0/

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