Gao, X., Deng, D., & Shan, Y. Lattice Methods for Pricing American Strangles with Two-Dimensional Stochastic Volatility Models. Wiley.
Chicago Style (17th ed.) CitationGao, Xuemei, Dongya Deng, and Yue Shan. Lattice Methods for Pricing American Strangles with Two-Dimensional Stochastic Volatility Models. Wiley.
MLA (9th ed.) CitationGao, Xuemei, et al. Lattice Methods for Pricing American Strangles with Two-Dimensional Stochastic Volatility Models. Wiley.
Warning: These citations may not always be 100% accurate.