@article{publication-9909,
	author={Barone-Adesi, Giovanni and Rasmussen, Henrik and Ravanelli, Claudia},
	doi={10.1016/j.csda.2004.05.014},
	issn={0167-9473},
	journal={Computational Statistics & Data Analysis},
	number=2,
	pages={287-310},
	publisher={Elsevier},
	title={An option pricing formula for the GARCH diffusion model},
	volume=49,
	year=2005,
}