Hu, D., Sayit, H., & Rachev, S. T. (2021). Moment Matching Method for Pricing Spread Options with Mean-Variance Mixture Lévy Motions.
Chicago Style (17th ed.) CitationHu, Dongdong, Hasanjan Sayit, and Svetlozar T. Rachev. Moment Matching Method for Pricing Spread Options with Mean-Variance Mixture Lévy Motions. 2021.
MLA (9th ed.) CitationHu, Dongdong, et al. Moment Matching Method for Pricing Spread Options with Mean-Variance Mixture Lévy Motions. 2021.
Warning: These citations may not always be 100% accurate.