Cita APA (7a ed.)

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.