Antonelli, F., Ramponi, A., & Scarlatti, S. (2021). CVA and vulnerable options pricing by correlation expansions. Annals of operations research, 299(1-2), 401-427. https://doi.org/10.1007/s10479-019-03367-z
Chicago Style (17th ed.) CitationAntonelli, F., A. Ramponi, and S. Scarlatti. "CVA and Vulnerable Options Pricing by Correlation Expansions." Annals of Operations Research 299, no. 1-2 (2021): 401-427. https://doi.org/10.1007/s10479-019-03367-z.
MLA (9th ed.) CitationAntonelli, F., et al. "CVA and Vulnerable Options Pricing by Correlation Expansions." Annals of Operations Research, vol. 299, no. 1-2, 2021, pp. 401-427, https://doi.org/10.1007/s10479-019-03367-z.
Warning: These citations may not always be 100% accurate.