APA (7th ed.) Citation

Heidari, S., & Azari, H. (2018). A front-fixing finite element method for pricing American options under regime-switching jump-diffusion models. Computational & Applied Mathematics, 37(3), 3691. https://doi.org/10.1007/s40314-017-0540-z

Chicago Style (17th ed.) Citation

Heidari, S., and H. Azari. "A Front-fixing Finite Element Method for Pricing American Options Under Regime-switching Jump-diffusion Models." Computational & Applied Mathematics 37, no. 3 (2018): 3691. https://doi.org/10.1007/s40314-017-0540-z.

MLA (9th ed.) Citation

Heidari, S., and H. Azari. "A Front-fixing Finite Element Method for Pricing American Options Under Regime-switching Jump-diffusion Models." Computational & Applied Mathematics, vol. 37, no. 3, 2018, p. 3691, https://doi.org/10.1007/s40314-017-0540-z.