Pang, T., & Zhao, Y. On GARCH and Autoregressive Stochastic Volatility Approaches for Market Calibration and Option Pricing. MDPI AG.
Chicago Style (17th ed.) CitationPang, Tao, and Yang Zhao. On GARCH and Autoregressive Stochastic Volatility Approaches for Market Calibration and Option Pricing. MDPI AG.
MLA (9th ed.) CitationPang, Tao, and Yang Zhao. On GARCH and Autoregressive Stochastic Volatility Approaches for Market Calibration and Option Pricing. MDPI AG.
Warning: These citations may not always be 100% accurate.