A note on the Wang transform for stochastic volatility pricing models.

MLA

Badescu, Alexandru, et al. “A Note on the Wang Transform for Stochastic Volatility Pricing Models.” Finance Research Letters, vol. 19, Nov. 2016, pp. 189–96. EBSCOhost, https://doi.org/10.1016/j.frl.2016.07.011.

APA

Badescu, A., Cui, Z., & Ortega, J.-P. (2016). A note on the Wang transform for stochastic volatility pricing models. Finance Research Letters, 19, 189–196. https://doi.org/10.1016/j.frl.2016.07.011

Chicago

Badescu, Alexandru, Zhenyu Cui, and Juan-Pablo Ortega. 2016. “A Note on the Wang Transform for Stochastic Volatility Pricing Models.” Finance Research Letters 19 (November): 189–96. doi:10.1016/j.frl.2016.07.011.