APA (7th ed.) Citation

Wang, G., Xu, Z. Q., & Zhang, P. (2024). Competitive optimal portfolio selection in a non-Markovian financial market: A backward stochastic differential equation study.

Chicago Style (17th ed.) Citation

Wang, Guangchen, Zuo Quan Xu, and Panpan Zhang. Competitive Optimal Portfolio Selection in a Non-Markovian Financial Market: A Backward Stochastic Differential Equation Study. 2024.

MLA (9th ed.) Citation

Wang, Guangchen, et al. Competitive Optimal Portfolio Selection in a Non-Markovian Financial Market: A Backward Stochastic Differential Equation Study. 2024.

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