APA (7th ed.) Citation

Lee, M., & Kim, J. (2025). Valuation of options subject to default risk under a mixed fractional and multiscale stochastic volatility model. Advances in continuous and discrete models, 2025(1), 93. https://doi.org/10.1186/s13662-025-03953-5

Chicago Style (17th ed.) Citation

Lee, Min-Ku, and Jeong-Hoon Kim. "Valuation of Options Subject to Default Risk Under a Mixed Fractional and Multiscale Stochastic Volatility Model." Advances in Continuous and Discrete Models 2025, no. 1 (2025): 93. https://doi.org/10.1186/s13662-025-03953-5.

MLA (9th ed.) Citation

Lee, Min-Ku, and Jeong-Hoon Kim. "Valuation of Options Subject to Default Risk Under a Mixed Fractional and Multiscale Stochastic Volatility Model." Advances in Continuous and Discrete Models, vol. 2025, no. 1, 2025, p. 93, https://doi.org/10.1186/s13662-025-03953-5.