APA (7th ed.) Citation

He, X., & Lin, S. (2021). A fractional Black-Scholes model with stochastic volatility and European option pricing. Expert systems with applications, 178, 114983. https://doi.org/10.1016/j.eswa.2021.114983

Chicago Style (17th ed.) Citation

He, Xin-Jiang, and Sha Lin. "A Fractional Black-Scholes Model with Stochastic Volatility and European Option Pricing." Expert Systems with Applications 178 (2021): 114983. https://doi.org/10.1016/j.eswa.2021.114983.

MLA (9th ed.) Citation

He, Xin-Jiang, and Sha Lin. "A Fractional Black-Scholes Model with Stochastic Volatility and European Option Pricing." Expert Systems with Applications, vol. 178, 2021, p. 114983, https://doi.org/10.1016/j.eswa.2021.114983.