APA (7th ed.) Citation

Bufalo, M., & Fanelli, V. (2024). Modelling the Chinese crude oil futures returns through a skew‐geometric Brownian motion correlated with the market volatility index process for pricing financial options. Applied Stochastic Models in Business & Industry, 40(5), 1377. https://doi.org/10.1002/asmb.2882

Chicago Style (17th ed.) Citation

Bufalo, Michele, and Viviana Fanelli. "Modelling the Chinese Crude Oil Futures Returns Through a Skew‐geometric Brownian Motion Correlated with the Market Volatility Index Process for Pricing Financial Options." Applied Stochastic Models in Business & Industry 40, no. 5 (2024): 1377. https://doi.org/10.1002/asmb.2882.

MLA (9th ed.) Citation

Bufalo, Michele, and Viviana Fanelli. "Modelling the Chinese Crude Oil Futures Returns Through a Skew‐geometric Brownian Motion Correlated with the Market Volatility Index Process for Pricing Financial Options." Applied Stochastic Models in Business & Industry, vol. 40, no. 5, 2024, p. 1377, https://doi.org/10.1002/asmb.2882.