APA (7th ed.) Citation

Yazdani, A., Nuriyev, D., & Duan, S. (2026). Monetizing Volatility in Portfolio Optimization: Quantifying the Optimality Gap Using Deep FBSDE Approach. Journal of Financial Data Science, 8(2), 129. https://doi.org/10.3905/jfds.2026.1.218

Chicago Style (17th ed.) Citation

Yazdani, Alireza, Dmitriy Nuriyev, and Songyun Duan. "Monetizing Volatility in Portfolio Optimization: Quantifying the Optimality Gap Using Deep FBSDE Approach." Journal of Financial Data Science 8, no. 2 (2026): 129. https://doi.org/10.3905/jfds.2026.1.218.

MLA (9th ed.) Citation

Yazdani, Alireza, et al. "Monetizing Volatility in Portfolio Optimization: Quantifying the Optimality Gap Using Deep FBSDE Approach." Journal of Financial Data Science, vol. 8, no. 2, 2026, p. 129, https://doi.org/10.3905/jfds.2026.1.218.