APA (7th ed.) Citation

He, X., Chen, H., & Lin, S. (2025). A Closed‐Form Formula for Pricing European Options With Stochastic Volatility, Regime Switching, and Stochastic Market Liquidity. The journal of futures markets, 45(5), 429-440. https://doi.org/10.1002/fut.22573

Chicago Style (17th ed.) Citation

He, Xin‐Jiang, Hang Chen, and Sha Lin. "A Closed‐Form Formula for Pricing European Options With Stochastic Volatility, Regime Switching, and Stochastic Market Liquidity." The Journal of Futures Markets 45, no. 5 (2025): 429-440. https://doi.org/10.1002/fut.22573.

MLA (9th ed.) Citation

He, Xin‐Jiang, et al. "A Closed‐Form Formula for Pricing European Options With Stochastic Volatility, Regime Switching, and Stochastic Market Liquidity." The Journal of Futures Markets, vol. 45, no. 5, 2025, pp. 429-440, https://doi.org/10.1002/fut.22573.