Sterley, C., & Ouwehand, P. (2020). Characteristic function pricing with the Heston-LIBOR hybrid model. African Institute of Financial Markets and Risk Management.
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Chicago Style (17th ed.) Citation
Sterley, Christopher, and Peter Ouwehand. Characteristic Function Pricing with the Heston-LIBOR Hybrid Model. African Institute of Financial Markets and Risk Management, 2020.
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MLA (9th ed.) Citation
Sterley, Christopher, and Peter Ouwehand. Characteristic Function Pricing with the Heston-LIBOR Hybrid Model. African Institute of Financial Markets and Risk Management, 2020.
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Warning: These citations may not always be 100% accurate.