@article{CRMATH_2003__336_3_263_0,
     author = {Marco Avellaneda and Dash Boyer-Olson and J\'er\^ome Busca and Peter Friz},
     title = {Application of large deviation methods to the pricing of index options in finance},
     journal = {Comptes Rendus. Math\'ematique},
     pages = {263--266},
     publisher = {Elsevier},
     volume = {336},
     number = {3},
     year = {2003},
     doi = {10.1016/S1631-073X(03)00032-3},
     language = {en},
}