Ma, J., Wu, X., & Li, W. (2025). Option pricing under non-Markovian stochastic volatility models: A deep signature approach.
Citazione stile Chigago Style (17a edizione)Ma, Jingtang, Xianglin Wu, e Wenyuan Li. Option Pricing Under Non-Markovian Stochastic Volatility Models: A Deep Signature Approach. 2025.
Citatione MLA (9a ed.)Ma, Jingtang, et al. Option Pricing Under Non-Markovian Stochastic Volatility Models: A Deep Signature Approach. 2025.
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