Leduc, G., Mehrdoust, F., & Noorani, I. (2025). Time-varying volatility model equipped with regime switching factor: Valuation of option price written on energy futures.
توثيق أسلوب شيكاغو (الطبعة السابعة عشر)Leduc, Guillaume, Farshid Mehrdoust, و Idin Noorani. Time-varying Volatility Model Equipped with Regime Switching Factor: Valuation of Option Price Written on Energy Futures. 2025.
توثيق جمعية اللغة المعاصرة MLA (الإصدار التاسع)Leduc, Guillaume, et al. Time-varying Volatility Model Equipped with Regime Switching Factor: Valuation of Option Price Written on Energy Futures. 2025.
تحذير: قد لا تكون هذه الاستشهادات دائما دقيقة بنسبة 100%.