A framework for robust measurement of implied correlation.

MLA

Linders, Daniël, and Wim Schoutens. “A Framework for Robust Measurement of Implied Correlation.” Journal of Computational & Applied Mathematics, vol. 271, Dec. 2014, pp. 39–52. EBSCOhost, https://doi.org/10.1016/j.cam.2014.03.026.

APA

Linders, D., & Schoutens, W. (2014). A framework for robust measurement of implied correlation. Journal of Computational & Applied Mathematics, 271, 39–52. https://doi.org/10.1016/j.cam.2014.03.026

Chicago

Linders, Daniël, and Wim Schoutens. 2014. “A Framework for Robust Measurement of Implied Correlation.” Journal of Computational & Applied Mathematics 271 (December): 39–52. doi:10.1016/j.cam.2014.03.026.