%0 Journal Article %1 Melino1990 %A Melino, Angelo %A Turnbull, Stuart M. %D 1990 %J Journal of Econometrics %K imported %N 1-2 %P 239--265 %T Pricing foreign currency options with stochastic volatility %U http://www.sciencedirect.com/science/article/B6VC0-4582CY8-27/2/eacdd19bd927c141341d68d7f0a8df5a %V 45

@article{Melino1990, added-at = {2008-04-21T22:02:42.000+0200}, author = {Melino, Angelo and Turnbull, Stuart M.}, biburl = {https://www.bibsonomy.org/bibtex/24e5546b9194b339293140b4af1c1e66d/smicha}, description = {Journal of Econometrics}, interhash = {3bc9039d95beab530f7b80854664a804}, intrahash = {4e5546b9194b339293140b4af1c1e66d}, journal = {Journal of Econometrics}, keywords = {imported}, month = {00}, number = {1-2}, pages = {239--265}, timestamp = {2008-04-21T22:06:39.000+0200}, title = {Pricing foreign currency options with stochastic volatility}, url = {http://www.sciencedirect.com/science/article/B6VC0-4582CY8-27/2/eacdd19bd927c141341d68d7f0a8df5a}, volume = 45, year = 1990 }