Márkus, L., Kumar, A., & Darougi, A. Creating Tail Dependence by Rough Stochastic Correlation Satisfying a Fractional SDE; An Application in Finance. MDPI AG.
Chicago Style (17th ed.) CitationMárkus, László, Ashish Kumar, and Amina Darougi. Creating Tail Dependence by Rough Stochastic Correlation Satisfying a Fractional SDE; An Application in Finance. MDPI AG.
MLA (9th ed.) CitationMárkus, László, et al. Creating Tail Dependence by Rough Stochastic Correlation Satisfying a Fractional SDE; An Application in Finance. MDPI AG.
Warning: These citations may not always be 100% accurate.