APA (7th ed.) Citation

Nthiwa, J. K., Kube, A. O., & Omari, C. O. A Jump Diffusion Model with Fast Mean-Reverting Stochastic Volatility for Pricing Vulnerable Options. Wiley.

Chicago Style (17th ed.) Citation

Nthiwa, Joy K., Ananda O. Kube, and Cyprian O. Omari. A Jump Diffusion Model with Fast Mean-Reverting Stochastic Volatility for Pricing Vulnerable Options. Wiley.

MLA (9th ed.) Citation

Nthiwa, Joy K., et al. A Jump Diffusion Model with Fast Mean-Reverting Stochastic Volatility for Pricing Vulnerable Options. Wiley.