Style de citation APA (7e éd.)

Ma, J., Wu, X., & Li, W. (2025). Option pricing under non-Markovian stochastic volatility models: A deep signature approach.

Style de citation Chicago (17e éd.)

Ma, Jingtang, Xianglin Wu, et Wenyuan Li. Option Pricing Under Non-Markovian Stochastic Volatility Models: A Deep Signature Approach. 2025.

Style de citation MLA (9e éd.)

Ma, Jingtang, et al. Option Pricing Under Non-Markovian Stochastic Volatility Models: A Deep Signature Approach. 2025.