BibTex format
@article{Brigo:2017:10.1080/24725854.2017.1374581,
author = {Brigo, D and Rapisarda, F and Sridi, A},
doi = {10.1080/24725854.2017.1374581},
journal = {IISE Transactions},
pages = {27--44},
title = {The multivariate mixture dynamics: consistent no-arbitrage single-asset and index volatility smiles},
url = {http://dx.doi.org/10.1080/24725854.2017.1374581},
volume = {50},
year = {2017}
}