BibTeX record journals/orl/ChanP15

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@article{DBLP:journals/orl/ChanP15,
  author       = {Leunglung Chan and
                  Eckhard Platen},
  title        = {Pricing volatility derivatives under the modified constant elasticity
                  of variance model},
  journal      = {Oper. Res. Lett.},
  volume       = {43},
  number       = {4},
  pages        = {419--422},
  year         = {2015},
  url          = {https://doi.org/10.1016/j.orl.2015.05.009},
  doi          = {10.1016/J.ORL.2015.05.009},
  timestamp    = {Mon, 26 Oct 2020 08:37:43 +0100},
  biburl       = {https://dblp.org/rec/journals/orl/ChanP15.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
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