Cite
Valuation of correlation options under a stochastic interest rate model with regime switching.
MLA
Fan, Kun, and Rongming Wang. “Valuation of Correlation Options under a Stochastic Interest Rate Model with Regime Switching.” Frontiers of Mathematics in China, vol. 12, no. 5, Oct. 2017, pp. 1113–30. EBSCOhost, https://doi.org/10.1007/s11464-017-0608-5.
APA
Fan, K., & Wang, R. (2017). Valuation of correlation options under a stochastic interest rate model with regime switching. Frontiers of Mathematics in China, 12(5), 1113–1130. https://doi.org/10.1007/s11464-017-0608-5
Chicago
Fan, Kun, and Rongming Wang. 2017. “Valuation of Correlation Options under a Stochastic Interest Rate Model with Regime Switching.” Frontiers of Mathematics in China 12 (5): 1113–30. doi:10.1007/s11464-017-0608-5.