APA (7th ed.) Citation

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

Chicago Style (17th ed.) Citation

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

MLA (9th ed.) Citation

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