ouyang:09:asymptotics¶
BibTeX Entry:
@book{ouyang:09:asymptotics,
author = {Ouyang, Cheng},
isbn = {978-1109-15002-5},
mrclass = {Thesis},
mrnumber = {2713142},
note = {Thesis (Ph.D.)--Northwestern University},
pages = {69},
publisher = {ProQuest LLC, Ann Arbor, MI},
title = {Asymptotics of implied volatility in local volatility models},
url = {http://gateway.proquest.com/openurl?url\_ver=Z39.88-2004\&rft\_val\_fmt=info:ofi/fmt:kev:mtx:dissertation\&res\_dat=xri:pqdiss\&rft\_dat=xri:pqdiss:3355709},
year = {2009}
}