%0 Journal Article %1 Alexander2004 %A Alexander, Carol %D 2004 %J Journal of Banking & Finance %K Local volatility %N 12 %P 2957--2980 %T Normal mixture diffusion with uncertain volatility: Modelling short- and long-term smile effects %U http://www.sciencedirect.com/science/article/B6VCY-4BDY76J-G/1/5371dd1863959c28235aa32d25bd3cac %V 28

@article{Alexander2004, added-at = {2008-04-22T13:53:19.000+0200}, author = {Alexander, Carol}, biburl = {https://www.bibsonomy.org/bibtex/28a7bfa19039a58cfd448193c82b3bc3b/smicha}, description = {Journal of Banking & Finance}, interhash = {57c8a0c476de3e4d519e43e16eaf5391}, intrahash = {8a7bfa19039a58cfd448193c82b3bc3b}, journal = {Journal of Banking \& Finance}, keywords = {Local volatility}, month = Dec, number = 12, pages = {2957--2980}, timestamp = {2008-04-22T13:57:30.000+0200}, title = {Normal mixture diffusion with uncertain volatility: Modelling short- and long-term smile effects}, url = {http://www.sciencedirect.com/science/article/B6VCY-4BDY76J-G/1/5371dd1863959c28235aa32d25bd3cac}, volume = 28, year = 2004 }