APA (7th ed.) Citation

Tan, J., & Cao, J. (2025). Nonlinear PDE model for pricing European options with transaction costs under the 3/2 non-affine stochastic volatility model. Computers & Mathematics with Applications, 196, 246. https://doi.org/10.1016/j.camwa.2025.07.014

Chicago Style (17th ed.) Citation

Tan, Jianguo, and Jiling Cao. "Nonlinear PDE Model for Pricing European Options with Transaction Costs Under the 3/2 Non-affine Stochastic Volatility Model." Computers & Mathematics with Applications 196 (2025): 246. https://doi.org/10.1016/j.camwa.2025.07.014.

MLA (9th ed.) Citation

Tan, Jianguo, and Jiling Cao. "Nonlinear PDE Model for Pricing European Options with Transaction Costs Under the 3/2 Non-affine Stochastic Volatility Model." Computers & Mathematics with Applications, vol. 196, 2025, p. 246, https://doi.org/10.1016/j.camwa.2025.07.014.