Researchr is a web site for finding, collecting, sharing, and reviewing scientific publications, for researchers by researchers.
Sign up for an account to create a profile with publication list, tag and review your related work, and share bibliographies with your co-authors.
Laurie Davies, Christian Höhenrieder, Walter Krämer. Recursive computation of piecewise constant volatilities. Computational Statistics & Data Analysis, 56(11):3623-3631, 2012. [doi]