Hambly, B., & Kolliopoulos, N. (2019). Stochastic PDEs for large portfolios with general mean-reverting volatility processes.
Citazione stile Chigago Style (17a edizione)Hambly, Ben, e Nikolaos Kolliopoulos. Stochastic PDEs for Large Portfolios with General Mean-reverting Volatility Processes. 2019.
Citatione MLA (9a ed.)Hambly, Ben, e Nikolaos Kolliopoulos. Stochastic PDEs for Large Portfolios with General Mean-reverting Volatility Processes. 2019.
Attenzione: Queste citazioni potrebbero non essere precise al 100%.