THE BASIC MATHEMATICAL THEORY FOR OPTION PRICING IN FINANCIAL MARKETS AT DISCRETE AND CONTINUOUS TIME.

MLA

Vostrov, G. M., and O. R. Alao. “The Basic Mathematical Theory for Option Pricing in Financial Markets at Discrete and Continuous Time.” Economics: Time Realities, no. 6, Nov. 2014, pp. 183–87. EBSCOhost, widgets.ebscohost.com/prod/customlink/proxify/proxify.php?count=1&encode=0&proxy=&find_1=&replace_1=&target=https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&scope=site&db=asx&AN=113932033&authtype=sso&custid=ns315887.

APA

Vostrov, G. M., & Alao, O. R. (2014). The Basic Mathematical Theory for Option Pricing in Financial Markets at Discrete and Continuous Time. Economics: Time Realities, 6, 183–187.

Chicago

Vostrov, G. M., and O. R. Alao. 2014. “The Basic Mathematical Theory for Option Pricing in Financial Markets at Discrete and Continuous Time.” Economics: Time Realities, no. 6 (November): 183–87. http://widgets.ebscohost.com/prod/customlink/proxify/proxify.php?count=1&encode=0&proxy=&find_1=&replace_1=&target=https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&scope=site&db=asx&AN=113932033&authtype=sso&custid=ns315887.