Pricing American put option on zero-coupon bond under fractional CIR model with transaction cost.

MLA

Najafi, A. R., et al. “Pricing American Put Option on Zero-Coupon Bond under Fractional CIR Model with Transaction Cost.” Communications in Statistics: Simulation & Computation, vol. 47, no. 3, Mar. 2018, pp. 864–70. EBSCOhost, https://doi.org/10.1080/03610918.2017.1295153.

APA

Najafi, A. R., Mehrdoust, F., & Shirinpour, S. (2018). Pricing American put option on zero-coupon bond under fractional CIR model with transaction cost. Communications in Statistics: Simulation & Computation, 47(3), 864–870. https://doi.org/10.1080/03610918.2017.1295153

Chicago

Najafi, A. R., Farshid Mehrdoust, and Shima Shirinpour. 2018. “Pricing American Put Option on Zero-Coupon Bond under Fractional CIR Model with Transaction Cost.” Communications in Statistics: Simulation & Computation 47 (3): 864–70. doi:10.1080/03610918.2017.1295153.