APA (7th ed.) Citation

Cao, J., Kim, J., Li, X., & Zhang, W. (2023). Valuation of barrier and lookback options under hybrid CEV and stochastic volatility. Mathematics & Computers in Simulation, 208, 660. https://doi.org/10.1016/j.matcom.2023.01.035

Chicago Style (17th ed.) Citation

Cao, Jiling, Jeong-Hoon Kim, Xi Li, and Wenjun Zhang. "Valuation of Barrier and Lookback Options Under Hybrid CEV and Stochastic Volatility." Mathematics & Computers in Simulation 208 (2023): 660. https://doi.org/10.1016/j.matcom.2023.01.035.

MLA (9th ed.) Citation

Cao, Jiling, et al. "Valuation of Barrier and Lookback Options Under Hybrid CEV and Stochastic Volatility." Mathematics & Computers in Simulation, vol. 208, 2023, p. 660, https://doi.org/10.1016/j.matcom.2023.01.035.