APA (7th ed.) Citation

Lu, S. (2025). Pricing VXX Options With Observable Volatility Dynamics From High‐Frequency VIX Index. Journal of Futures Markets, 45(7), 771. https://doi.org/10.1002/fut.22591

Chicago Style (17th ed.) Citation

Lu, Shan. "Pricing VXX Options With Observable Volatility Dynamics From High‐Frequency VIX Index." Journal of Futures Markets 45, no. 7 (2025): 771. https://doi.org/10.1002/fut.22591.

MLA (9th ed.) Citation

Lu, Shan. "Pricing VXX Options With Observable Volatility Dynamics From High‐Frequency VIX Index." Journal of Futures Markets, vol. 45, no. 7, 2025, p. 771, https://doi.org/10.1002/fut.22591.