Makarov, R. N. (2023). Option Pricing and Portfolio Optimization under a Multi-Asset Jump-Diffusion Model with Systemic Risk. MDPI AG.
Chicago Style (17th ed.) CitationMakarov, Roman N. Option Pricing and Portfolio Optimization Under a Multi-Asset Jump-Diffusion Model with Systemic Risk. MDPI AG, 2023.
MLA (9th ed.) CitationMakarov, Roman N. Option Pricing and Portfolio Optimization Under a Multi-Asset Jump-Diffusion Model with Systemic Risk. MDPI AG, 2023.
Warning: These citations may not always be 100% accurate.