Estimation of the Option Prime: Microsimulation of Backward Stochastic Differential Equations.

MLA

Allende, Héctor, et al. “Estimation of the Option Prime: Microsimulation of Backward Stochastic Differential Equations.” International Statistical Review, vol. 72, no. 1, Apr. 2004, pp. 107–21. EBSCOhost, https://doi.org/10.1111/j.1751-5823.2004.tb00227.x.

APA

Allende, H., Elías, C., & Torres, S. (2004). Estimation of the Option Prime: Microsimulation of Backward Stochastic Differential Equations. International Statistical Review, 72(1), 107–121. https://doi.org/10.1111/j.1751-5823.2004.tb00227.x

Chicago

Allende, Héctor, Carlos Elías, and Soledad Torres. 2004. “Estimation of the Option Prime: Microsimulation of Backward Stochastic Differential Equations.” International Statistical Review 72 (1): 107–21. doi:10.1111/j.1751-5823.2004.tb00227.x.