APA (7th ed.) Citation

SAPORITO, Y. F. (2018). FIRST-ORDER ASYMPTOTICS OF PATH-DEPENDENT DERIVATIVES IN MULTISCALE STOCHASTIC VOLATILITY ENVIRONMENT. International Journal of Theoretical & Applied Finance, 21(3), N.PAG. https://doi.org/10.1142/S0219024918500243

Chicago Style (17th ed.) Citation

SAPORITO, YURI F. "FIRST-ORDER ASYMPTOTICS OF PATH-DEPENDENT DERIVATIVES IN MULTISCALE STOCHASTIC VOLATILITY ENVIRONMENT." International Journal of Theoretical & Applied Finance 21, no. 3 (2018): N.PAG. https://doi.org/10.1142/S0219024918500243.

MLA (9th ed.) Citation

SAPORITO, YURI F. "FIRST-ORDER ASYMPTOTICS OF PATH-DEPENDENT DERIVATIVES IN MULTISCALE STOCHASTIC VOLATILITY ENVIRONMENT." International Journal of Theoretical & Applied Finance, vol. 21, no. 3, 2018, p. N.PAG, https://doi.org/10.1142/S0219024918500243.