BibTeX record journals/fs/FouqueLS16

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@article{DBLP:journals/fs/FouqueLS16,
  author       = {Jean{-}Pierre Fouque and
                  Matthew J. Lorig and
                  Ronnie Sircar},
  title        = {Second order multiscale stochastic volatility asymptotics: stochastic
                  terminal layer analysis and calibration},
  journal      = {Finance Stochastics},
  volume       = {20},
  number       = {3},
  pages        = {543--588},
  year         = {2016},
  url          = {https://doi.org/10.1007/s00780-016-0298-y},
  doi          = {10.1007/S00780-016-0298-Y},
  timestamp    = {Wed, 22 Jul 2020 22:00:17 +0200},
  biburl       = {https://dblp.org/rec/journals/fs/FouqueLS16.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
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