BibTeX record journals/orl/YoonJR11

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@article{DBLP:journals/orl/YoonJR11,
  author       = {Ji Hee Yoon and
                  Bong{-}Gyu Jang and
                  Kum{-}Hwan Roh},
  title        = {An analytic valuation method for multivariate contingent claims with
                  regime-switching volatilities},
  journal      = {Oper. Res. Lett.},
  volume       = {39},
  number       = {3},
  pages        = {180--187},
  year         = {2011},
  url          = {https://doi.org/10.1016/j.orl.2011.02.010},
  doi          = {10.1016/J.ORL.2011.02.010},
  timestamp    = {Sat, 27 May 2017 14:23:42 +0200},
  biburl       = {https://dblp.org/rec/journals/orl/YoonJR11.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
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