Cheng, P., & Xu, Z. Pricing Vulnerable Options in the Bifractional Brownian Environment with Jumps. Wiley.
Chicago Style (17th ed.) CitationCheng, Panhong, and Zhihong Xu. Pricing Vulnerable Options in the Bifractional Brownian Environment with Jumps. Wiley.
MLA (9th ed.) CitationCheng, Panhong, and Zhihong Xu. Pricing Vulnerable Options in the Bifractional Brownian Environment with Jumps. Wiley.
Warning: These citations may not always be 100% accurate.