APA (7th ed.) Citation

Grossinho, M. d. R., Kord, Y. F., & Ševčovič, D. (2018). Pricing perpetual put options by the Black-Scholes equation with a nonlinear volatility function.

Chicago Style (17th ed.) Citation

Grossinho, Maria do Rosário, Yaser Faghan Kord, and Daniel Ševčovič. Pricing Perpetual Put Options by the Black-Scholes Equation with a Nonlinear Volatility Function. 2018.

MLA (8th ed.) Citation

Grossinho, Maria do Rosário, et al. Pricing Perpetual Put Options by the Black-Scholes Equation with a Nonlinear Volatility Function. 2018.