APA aipamena

Hambly, B., & Kolliopoulos, N. (2024). Stochastic PDEs for large portfolios with general mean-reverting volatility processes. American Institute of Mathematical Sciences.

Chicago Style aipamena

Hambly, B., and N. Kolliopoulos. Stochastic PDEs for Large Portfolios with General Mean-reverting Volatility Processes. American Institute of Mathematical Sciences, 2024.

MLA aipamena

Hambly, B., and N. Kolliopoulos. Stochastic PDEs for Large Portfolios with General Mean-reverting Volatility Processes. American Institute of Mathematical Sciences, 2024.