Siow, W. J., & Kilicman, A. (2020). Approximation formula for option prices under Rough Heston model and short-time implied volatility behaviour. Multidisciplinary Digital Publishing Institute.
Chicago Style (17th ed.) CitationSiow, Woon Jeng, and Adem Kilicman. Approximation Formula for Option Prices Under Rough Heston Model and Short-time Implied Volatility Behaviour. Multidisciplinary Digital Publishing Institute, 2020.
MLA (9th ed.) CitationSiow, Woon Jeng, and Adem Kilicman. Approximation Formula for Option Prices Under Rough Heston Model and Short-time Implied Volatility Behaviour. Multidisciplinary Digital Publishing Institute, 2020.
Warning: These citations may not always be 100% accurate.