Leduc, G., Mehrdoust, F., & Noorani, I. (2025). Time-varying volatility model equipped with regime switching factor: Valuation of option price written on energy futures.
Chicago Style (17th ed.) CitationLeduc, Guillaume, Farshid Mehrdoust, and Idin Noorani. Time-varying Volatility Model Equipped with Regime Switching Factor: Valuation of Option Price Written on Energy Futures. 2025.
MLA (9th ed.) CitationLeduc, Guillaume, et al. Time-varying Volatility Model Equipped with Regime Switching Factor: Valuation of Option Price Written on Energy Futures. 2025.
Warning: These citations may not always be 100% accurate.