@TechReport{economics.dp.2012-14,
 author = {Scalas, Enrico and Politi, Mauro},
 title = {A Parsimonious Model for Intraday European Option Pricing},
 type = {Economics Discussion Paper},
 institution = {Kiel Institute for the World Economy},
 year = {2012},
 number = {2012-14},
 url = {http://www.economics-ejournal.org/economics/discussionpapers/2012-14}
}