Equilibrium pricing of European crude oil options with stochastic behaviour and jump risks.

MLA

Hu, Zhihao, et al. “Equilibrium Pricing of European Crude Oil Options with Stochastic Behaviour and Jump Risks.” Mathematics & Computers in Simulation, vol. 219, May 2024, pp. 212–30. EBSCOhost, https://doi.org/10.1016/j.matcom.2023.12.020.

APA

Hu, Z., Yang, B.-Z., He, X.-J., & Yue, J. (2024). Equilibrium pricing of European crude oil options with stochastic behaviour and jump risks. Mathematics & Computers in Simulation, 219, 212–230. https://doi.org/10.1016/j.matcom.2023.12.020

Chicago

Hu, Zhihao, Ben-Zhang Yang, Xin-Jiang He, and Jia Yue. 2024. “Equilibrium Pricing of European Crude Oil Options with Stochastic Behaviour and Jump Risks.” Mathematics & Computers in Simulation 219 (May): 212–30. doi:10.1016/j.matcom.2023.12.020.