M. Shelton Peiris, A. Thavaneswaran. An introduction to volatility models with indices. Appl. Math. Lett., 20(2):177-182, 2007. [doi]
@article{PeirisT07,
title = {An introduction to volatility models with indices},
author = {M. Shelton Peiris and A. Thavaneswaran},
year = {2007},
doi = {10.1016/j.aml.2006.04.001},
url = {http://dx.doi.org/10.1016/j.aml.2006.04.001},
tags = {meta-model, Meta-Environment},
researchr = {https://researchr.org/publication/PeirisT07},
cites = {0},
citedby = {0},
journal = {Appl. Math. Lett.},
volume = {20},
number = {2},
pages = {177-182},
}