Ma, Y., Shi, C., & Hon, Y. (2024). Generalized Finite Integration Method with Laplace transform for European option pricing under Black–Scholes and Heston models. Engineering analysis with boundary elements, 164, 105751. https://doi.org/10.1016/j.enganabound.2024.105751
Citace podle Chicago (17th ed.)Ma, Y., C.Z Shi, a Y.C Hon. "Generalized Finite Integration Method with Laplace Transform for European Option Pricing Under Black–Scholes and Heston Models." Engineering Analysis with Boundary Elements 164 (2024): 105751. https://doi.org/10.1016/j.enganabound.2024.105751.
Citace podle MLA (9th ed.)Ma, Y., et al. "Generalized Finite Integration Method with Laplace Transform for European Option Pricing Under Black–Scholes and Heston Models." Engineering Analysis with Boundary Elements, vol. 164, 2024, p. 105751, https://doi.org/10.1016/j.enganabound.2024.105751.