Wang, C., Zhou, S., & Yang, J. The Pricing of Vulnerable Options in a Fractional Brownian Motion Environment. Wiley.
Chicago Style (17th ed.) CitationWang, Chao, Shengwu Zhou, and Jingyuan Yang. The Pricing of Vulnerable Options in a Fractional Brownian Motion Environment. Wiley.
MLA (9th ed.) CitationWang, Chao, et al. The Pricing of Vulnerable Options in a Fractional Brownian Motion Environment. Wiley.
Warning: These citations may not always be 100% accurate.