BLACK–SCHOLES–MERTON IN RANDOM TIME:: A NEW STOCHASTIC VOLATILITY MODEL WITH PATH DEPENDENCE.

MLA

Ostrovsky, Dmitry. “Black–Scholes–Merton in Random Time:: A New Stochastic Volatility Model with Path Dependence.” International Journal of Theoretical & Applied Finance, vol. 10, no. 5, Aug. 2007, pp. 847–72. EBSCOhost, https://doi.org/10.1142/S0219024907004421.

APA

Ostrovsky, D. (2007). Black–Scholes–Merton in Random Time:: A New Stochastic Volatility Model with Path Dependence. International Journal of Theoretical & Applied Finance, 10(5), 847–872. https://doi.org/10.1142/S0219024907004421

Chicago

Ostrovsky, Dmitry. 2007. “Black–Scholes–Merton in Random Time:: A New Stochastic Volatility Model with Path Dependence.” International Journal of Theoretical & Applied Finance 10 (5): 847–72. doi:10.1142/S0219024907004421.