Zhang, W., Zeng, P., Zhang, G., & Kwok, Y. K. (2024). Pricing Discretely Monitored Asian Options Under Regime-Switching and Stochastic Volatility Models with Jumps. Journal of scientific computing, 98(2), 47. https://doi.org/10.1007/s10915-023-02438-5
Citace podle Chicago (17th ed.)Zhang, Weinan, Pingping Zeng, Gongqiu Zhang, a Yue Kuen Kwok. "Pricing Discretely Monitored Asian Options Under Regime-Switching and Stochastic Volatility Models with Jumps." Journal of Scientific Computing 98, no. 2 (2024): 47. https://doi.org/10.1007/s10915-023-02438-5.
Citace podle MLA (9th ed.)Zhang, Weinan, et al. "Pricing Discretely Monitored Asian Options Under Regime-Switching and Stochastic Volatility Models with Jumps." Journal of Scientific Computing, vol. 98, no. 2, 2024, p. 47, https://doi.org/10.1007/s10915-023-02438-5.