Ma, C., Yue, S., & Ren, Y. Pricing Vulnerable European Options under Lévy Process with Stochastic Volatility. Wiley.
Chicago Style (17th ed.) CitationMa, Chaoqun, Shengjie Yue, and Yishuai Ren. Pricing Vulnerable European Options Under Lévy Process with Stochastic Volatility. Wiley.
MLA (9th ed.) CitationMa, Chaoqun, et al. Pricing Vulnerable European Options Under Lévy Process with Stochastic Volatility. Wiley.
Warning: These citations may not always be 100% accurate.