Li, W., & Wang, S. (2017). Pricing European options with proportional transaction costs and stochastic volatility using a penalty approach and a finite volume scheme. Pergamon Press.
Chicago Style (17th ed.) CitationLi, W., and Song Wang. Pricing European Options with Proportional Transaction Costs and Stochastic Volatility Using a Penalty Approach and a Finite Volume Scheme. Pergamon Press, 2017.
MLA (9th ed.) CitationLi, W., and Song Wang. Pricing European Options with Proportional Transaction Costs and Stochastic Volatility Using a Penalty Approach and a Finite Volume Scheme. Pergamon Press, 2017.
Warning: These citations may not always be 100% accurate.