BibTeX record journals/jcam/ValeroTLF11

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@article{DBLP:journals/jcam/ValeroTLF11,
  author    = {Eusebio Valero and
               M. Torrealba and
               Lucas Lacasa and
               Fran{\c{c}}ois Fraysse},
  title     = {Fast resolution of a single factor Heath-Jarrow-Morton model with
               stochastic volatility},
  journal   = {J. Comput. Appl. Math.},
  volume    = {236},
  number    = {6},
  pages     = {1637--1655},
  year      = {2011},
  url       = {https://doi.org/10.1016/j.cam.2011.09.027},
  doi       = {10.1016/j.cam.2011.09.027},
  timestamp = {Tue, 16 Feb 2021 08:57:10 +0100},
  biburl    = {https://dblp.org/rec/journals/jcam/ValeroTLF11.bib},
  bibsource = {dblp computer science bibliography, https://dblp.org}
}
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