BibTex format
@article{Cont:2015:10.1007/s00780-015-0265-z,
author = {Cont, R and Bentata, A},
doi = {10.1007/s00780-015-0265-z},
journal = {Finance and Stochastics},
pages = {617--651},
title = {Forward equations for option prices in semimartingale models},
url = {http://dx.doi.org/10.1007/s00780-015-0265-z},
year = {2015}
}