European option pricing with transaction costs and stochastic volatility: an asymptotic analysis.

MLA

Caflisch, R. E., et al. “European Option Pricing with Transaction Costs and Stochastic Volatility: An Asymptotic Analysis.” IMA Journal of Applied Mathematics, vol. 80, no. 4, Aug. 2015, pp. 981–1008. EBSCOhost, https://doi.org/10.1093/imamat/hxu033.

APA

Caflisch, R. E., Gambino, G., Sammartino, M., & Sgarra, C. (2015). European option pricing with transaction costs and stochastic volatility: an asymptotic analysis. IMA Journal of Applied Mathematics, 80(4), 981–1008. https://doi.org/10.1093/imamat/hxu033

Chicago

Caflisch, R. E., G. Gambino, M. Sammartino, and C. Sgarra. 2015. “European Option Pricing with Transaction Costs and Stochastic Volatility: An Asymptotic Analysis.” IMA Journal of Applied Mathematics 80 (4): 981–1008. doi:10.1093/imamat/hxu033.