APA (7th ed.) Citation

Pereira, D. A. (2019). Portfolio optimization of stochastic volatility models through the dynamic programming equations.

Chicago Style (17th ed.) Citation

Pereira, Diogo Alexandre. Portfolio Optimization of Stochastic Volatility Models Through the Dynamic Programming Equations. 2019.

MLA (8th ed.) Citation

Pereira, Diogo Alexandre. Portfolio Optimization of Stochastic Volatility Models Through the Dynamic Programming Equations. 2019.

Warning: These citations may not always be 100% accurate.