Per Aslak Mykland. The interpolation of options. Finance and Stochastics, 7(4):417-432, 2003. [doi]
@article{Mykland03, title = {The interpolation of options}, author = {Per Aslak Mykland}, year = {2003}, doi = {10.1007/s007800200093}, url = {http://dx.doi.org/10.1007/s007800200093}, researchr = {https://researchr.org/publication/Mykland03}, cites = {0}, citedby = {0}, journal = {Finance and Stochastics}, volume = {7}, number = {4}, pages = {417-432}, }