APA (7th ed.) Citation

Shen, J., Huang, W., & Ma, J. (2024). An efficient and provable sequential quadratic programming method for American and swing option pricing. European journal of operational research, 316(1), 19-35. https://doi.org/10.1016/j.ejor.2023.11.012

Chicago Style (17th ed.) Citation

Shen, Jinye, Weizhang Huang, and Jingtang Ma. "An Efficient and Provable Sequential Quadratic Programming Method for American and Swing Option Pricing." European Journal of Operational Research 316, no. 1 (2024): 19-35. https://doi.org/10.1016/j.ejor.2023.11.012.

MLA (9th ed.) Citation

Shen, Jinye, et al. "An Efficient and Provable Sequential Quadratic Programming Method for American and Swing Option Pricing." European Journal of Operational Research, vol. 316, no. 1, 2024, pp. 19-35, https://doi.org/10.1016/j.ejor.2023.11.012.