APA (7th ed.) Citation

Hambly, B., & Kolliopoulos, N. (2019). Stochastic PDEs for large portfolios with general mean-reverting volatility processes.

Chicago Style (17th ed.) Citation

Hambly, Ben, and Nikolaos Kolliopoulos. Stochastic PDEs for Large Portfolios with General Mean-reverting Volatility Processes. 2019.

MLA (9th ed.) Citation

Hambly, Ben, and Nikolaos Kolliopoulos. Stochastic PDEs for Large Portfolios with General Mean-reverting Volatility Processes. 2019.

Warning: These citations may not always be 100% accurate.