APA (7. basım) Alıntı

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

Chicago Style (17. basım) Atıf

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

MLA (9th ed.) Atıf

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