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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