BibTeX record journals/siamfm/JaimungalS11

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@article{DBLP:journals/siamfm/JaimungalS11,
  author       = {Sebastian Jaimungal and
                  Vladimir Surkov},
  title        = {L{\'{e}}vy-Based Cross-Commodity Models and Derivative Valuation},
  journal      = {{SIAM} J. Financial Math.},
  volume       = {2},
  number       = {1},
  pages        = {464--487},
  year         = {2011},
  url          = {https://doi.org/10.1137/100791609},
  doi          = {10.1137/100791609},
  timestamp    = {Mon, 05 Feb 2024 20:26:32 +0100},
  biburl       = {https://dblp.org/rec/journals/siamfm/JaimungalS11.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
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