Cite
Circulant preconditioning technique for barrier options pricing under fractional diffusion models.
MLA
Wang, Wenfei, et al. “Circulant Preconditioning Technique for Barrier Options Pricing under Fractional Diffusion Models.” International Journal of Computer Mathematics, vol. 92, no. 12, Dec. 2015, pp. 2596–614. EBSCOhost, https://doi.org/10.1080/00207160.2015.1077948.
APA
Wang, W., Chen, X., Ding, D., & Lei, S.-L. (2015). Circulant preconditioning technique for barrier options pricing under fractional diffusion models. International Journal of Computer Mathematics, 92(12), 2596–2614. https://doi.org/10.1080/00207160.2015.1077948
Chicago
Wang, Wenfei, Xu Chen, Deng Ding, and Siu-Long Lei. 2015. “Circulant Preconditioning Technique for Barrier Options Pricing under Fractional Diffusion Models.” International Journal of Computer Mathematics 92 (12): 2596–2614. doi:10.1080/00207160.2015.1077948.