The interpolation of options

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},
}