APA (7th ed.) Citation

Grossinho, M. d. R., Faghan, Y. K., & Ševčovič, D. (2022). Pricing perpetual put options by the Black–Scholes Equation with a nonlinear volatility function.

Chicago Style (17th ed.) Citation

Grossinho, Maria do Rosário, Yaser Kord Faghan, and Daniel Ševčovič. Pricing Perpetual Put Options by the Black–Scholes Equation with a Nonlinear Volatility Function. 2022.

MLA (8th ed.) Citation

Grossinho, Maria do Rosário, et al. Pricing Perpetual Put Options by the Black–Scholes Equation with a Nonlinear Volatility Function. 2022.