@article{publication-5972,
	author={Gençay, Ramazan and Gibson, Rajna},
	doi={10.1109/TNN.2006.883005},
	issn={1045-9227},
	journal={IEEE Transactions on Neural Networks},
	number=1,
	pages={193-202},
	publisher={Institute of Electrical and Electronics Engineers},
	title={Model risk for European-style stock index options},
	volume=18,
	year=2007,
}