APA (7th ed.) Citation

Josephy, N., Kimball, L., & Steblovskaya, V. (2011). Optimal Hedging and Pricing of Equity-LinkedLife Insurance Contracts in a Discrete-Time Incomplete Market. Journal of Probability & Statistics, 1. https://doi.org/10.1155/2011/850727

Chicago Style (17th ed.) Citation

Josephy, Norman, Lucia Kimball, and Victoria Steblovskaya. "Optimal Hedging and Pricing of Equity-LinkedLife Insurance Contracts in a Discrete-Time Incomplete Market." Journal of Probability & Statistics 2011: 1. https://doi.org/10.1155/2011/850727.

MLA (9th ed.) Citation

Josephy, Norman, et al. "Optimal Hedging and Pricing of Equity-LinkedLife Insurance Contracts in a Discrete-Time Incomplete Market." Journal of Probability & Statistics, 2011, p. 1, https://doi.org/10.1155/2011/850727.