APA (7th ed.) Citation

Chung, S., Ko, K., Shackleton, M. B., & Yeh, C. (2010). Efficient quadrature and node positioning for exotic option valuation. Journal of Futures Markets, 30(11), 1026. https://doi.org/10.1002/fut.20462

Chicago Style (17th ed.) Citation

Chung, San‐Lin, Kunyi Ko, Mark B. Shackleton, and Chung‐Ying Yeh. "Efficient Quadrature and Node Positioning for Exotic Option Valuation." Journal of Futures Markets 30, no. 11 (2010): 1026. https://doi.org/10.1002/fut.20462.

MLA (9th ed.) Citation

Chung, San‐Lin, et al. "Efficient Quadrature and Node Positioning for Exotic Option Valuation." Journal of Futures Markets, vol. 30, no. 11, 2010, p. 1026, https://doi.org/10.1002/fut.20462.