Sidhu, K. S., & Saxena, P. (2026). Beyond Black-Scholes: A Computational Framework for Option Pricing Using Heston, GARCH, and Jump Diffusion Models.
Cita Chicago Style (17a ed.)Sidhu, Karmanpartap Singh, y Pranshi Saxena. Beyond Black-Scholes: A Computational Framework for Option Pricing Using Heston, GARCH, and Jump Diffusion Models. 2026.
Cita MLA (9a ed.)Sidhu, Karmanpartap Singh, y Pranshi Saxena. Beyond Black-Scholes: A Computational Framework for Option Pricing Using Heston, GARCH, and Jump Diffusion Models. 2026.
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