%0 Journal Article
%A Marco Avellaneda
%A Dash Boyer-Olson
%A Jérôme Busca
%A Peter Friz
%T Application of large deviation methods to the pricing of index options in finance
%J Comptes Rendus. Mathématique
%D 2003
%P 263-266
%V 336
%N 3
%I Elsevier
%R 10.1016/S1631-073X(03)00032-3
%G en
%F CRMATH_2003__336_3_263_0