Podolskij, M., & Rosenbaum, M. (2012). Testing the local volatility assumption: A statistical approach. Annals of finance, 8(1), . https://doi.org/10.1007/s10436-011-0180-z
Chicago Style (17th ed.) CitationPodolskij, Mark, and Mathieu Rosenbaum. "Testing the Local Volatility Assumption: A Statistical Approach." Annals of Finance 8, no. 1 (2012). https://doi.org/10.1007/s10436-011-0180-z.
MLA (9th ed.) CitationPodolskij, Mark, and Mathieu Rosenbaum. "Testing the Local Volatility Assumption: A Statistical Approach." Annals of Finance, vol. 8, no. 1, 2012, https://doi.org/10.1007/s10436-011-0180-z.
Warning: These citations may not always be 100% accurate.