Grzelak, L. A. (2026). On randomization of affine diffusion processes with application to pricing of options on VIX and S&P 500. Applied mathematics and computation, 508, 129598. https://doi.org/10.1016/j.amc.2025.129598
Citace podle Chicago (17th ed.)Grzelak, Lech A. "On Randomization of Affine Diffusion Processes with Application to Pricing of Options on VIX and S&P 500." Applied Mathematics and Computation 508 (2026): 129598. https://doi.org/10.1016/j.amc.2025.129598.
Citace podle MLA (9th ed.)Grzelak, Lech A. "On Randomization of Affine Diffusion Processes with Application to Pricing of Options on VIX and S&P 500." Applied Mathematics and Computation, vol. 508, 2026, p. 129598, https://doi.org/10.1016/j.amc.2025.129598.
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