Cite
Option pricing and implied volatilities in a 2-hypergeometric stochastic volatility model.
MLA
Privault, Nicolas, and Qihao She. “Option Pricing and Implied Volatilities in a 2-Hypergeometric Stochastic Volatility Model.” Applied Mathematics Letters, vol. 53, Mar. 2016, pp. 77–84. EBSCOhost, https://doi.org/10.1016/j.aml.2015.09.008.
APA
Privault, N., & She, Q. (2016). Option pricing and implied volatilities in a 2-hypergeometric stochastic volatility model. Applied Mathematics Letters, 53, 77–84. https://doi.org/10.1016/j.aml.2015.09.008
Chicago
Privault, Nicolas, and Qihao She. 2016. “Option Pricing and Implied Volatilities in a 2-Hypergeometric Stochastic Volatility Model.” Applied Mathematics Letters 53 (March): 77–84. doi:10.1016/j.aml.2015.09.008.