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
Citace podle Chicago (17th ed.)Shen, Jinye, Weizhang Huang, a 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.
Citace podle MLA (9th ed.)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.