APA (7th ed.) Citation

Fatone, L., Mariani, F., Recchioni, M. C., & Zirilli, F. The Use of Statistical Tests to Calibrate the Black-Scholes Asset Dynamics Model Applied to Pricing Options with Uncertain Volatility. Wiley.

Chicago Style (17th ed.) Citation

Fatone, Lorella, Francesca Mariani, Maria Cristina Recchioni, and Francesco Zirilli. The Use of Statistical Tests to Calibrate the Black-Scholes Asset Dynamics Model Applied to Pricing Options with Uncertain Volatility. Wiley.

MLA (9th ed.) Citation

Fatone, Lorella, et al. The Use of Statistical Tests to Calibrate the Black-Scholes Asset Dynamics Model Applied to Pricing Options with Uncertain Volatility. Wiley.