@article{485783a824a14dee8ffc3d163eceffe9,
title = "On the stickiness property",
author = "Erhan Bayraktar and Hasanjan Sayit",
note = "Funding Information: We would like to thank the three anonymous referees for their feedback, which helped us improve the paper significantly. We would like to thank Jean Pierre Fouque, Balgobin Nandram, Jesus Rodriguez and L.C.G. Rogers for helpful comments. E. Bayraktar is supported, in part, by the National Science Foundation under grant number DMS-090625.",
year = "2010",
month = dec,
doi = "10.1080/14697680903341806",
language = "English",
volume = "10",
pages = "1109--1112",
journal = "Quantitative Finance",
issn = "1469-7688",
number = "10",
}