Cita APA (7a ed.)
Feistle, S., Fengler, M. R., & Melnikov, A. (2026). A Non-Gaussian, Structure-Preserving Stochastic Volatility and Option Pricing Model in Discrete Time. Journal of Financial Econometrics, 24(2), 1-25.
Cita Chicago Style (17a ed.)
Feistle, Simon, Matthias R. Fengler, y Alexander Melnikov. "A Non-Gaussian, Structure-Preserving Stochastic Volatility and Option Pricing Model in Discrete Time." Journal of Financial Econometrics 24, no. 2 (2026): 1-25.
Cita MLA (9a ed.)
Feistle, Simon, et al. "A Non-Gaussian, Structure-Preserving Stochastic Volatility and Option Pricing Model in Discrete Time." Journal of Financial Econometrics, vol. 24, no. 2, 2026, pp. 1-25.
Precaución: Estas citas no son 100% exactas.