Ma, A., Zhang, Q., & Wang, Y. (2026). Optimal investment strategies with derivative trading under 4/2-CIR jump-diffusion stochastic hybrid models. AIMS Mathematics, 11(6), 1.
Chicago Style (17th ed.) CitationMa, Aiqin, Qingxin Zhang, and Yubing Wang. "Optimal Investment Strategies with Derivative Trading Under 4/2-CIR Jump-diffusion Stochastic Hybrid Models." AIMS Mathematics 11, no. 6 (2026): 1.
MLA (9th ed.) CitationMa, Aiqin, et al. "Optimal Investment Strategies with Derivative Trading Under 4/2-CIR Jump-diffusion Stochastic Hybrid Models." AIMS Mathematics, vol. 11, no. 6, 2026, p. 1.
Warning: These citations may not always be 100% accurate.