APA (7e ed.) Bronvermelding

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

Chicago (17e ed.) Bronvermelding

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

MLA (9e ed.) Bronvermelding

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

Let op: Deze citaties zijn niet altijd 100% accuraat.