APA (7th ed.) Citation

He, X., & Lin, S. (2024). Analytically pricing foreign exchange options under a three-factor stochastic volatility and interest rate model: A full correlation structure. Expert systems with applications, 246, 123203. https://doi.org/10.1016/j.eswa.2024.123203

Chicago Style (17th ed.) Citation

He, Xin-Jiang, and Sha Lin. "Analytically Pricing Foreign Exchange Options Under a Three-factor Stochastic Volatility and Interest Rate Model: A Full Correlation Structure." Expert Systems with Applications 246 (2024): 123203. https://doi.org/10.1016/j.eswa.2024.123203.

MLA (9th ed.) Citation

He, Xin-Jiang, and Sha Lin. "Analytically Pricing Foreign Exchange Options Under a Three-factor Stochastic Volatility and Interest Rate Model: A Full Correlation Structure." Expert Systems with Applications, vol. 246, 2024, p. 123203, https://doi.org/10.1016/j.eswa.2024.123203.