APA (7th ed.) Citation

Wu, H., Jia, Z., Yang, S., & Liu, C. (2022). PRICING VARIANCE SWAPS UNDER DOUBLE HESTON STOCHASTIC VOLATILITY MODEL WITH STOCHASTIC INTEREST RATE. Probability in the Engineering & Informational Sciences, 36(2), 564. https://doi.org/10.1017/S0269964820000662

Chicago Style (17th ed.) Citation

Wu, Huojun, Zhaoli Jia, Shuquan Yang, and Ce Liu. "PRICING VARIANCE SWAPS UNDER DOUBLE HESTON STOCHASTIC VOLATILITY MODEL WITH STOCHASTIC INTEREST RATE." Probability in the Engineering & Informational Sciences 36, no. 2 (2022): 564. https://doi.org/10.1017/S0269964820000662.

MLA (9th ed.) Citation

Wu, Huojun, et al. "PRICING VARIANCE SWAPS UNDER DOUBLE HESTON STOCHASTIC VOLATILITY MODEL WITH STOCHASTIC INTEREST RATE." Probability in the Engineering & Informational Sciences, vol. 36, no. 2, 2022, p. 564, https://doi.org/10.1017/S0269964820000662.