APA (7th ed.) Citation

Fengler, M., Härdle, W., & Mammen, E. (2005). A dynamic semiparametric factor model for implied volatility string dynamics. SFB 649 discussion paper.

Chicago Style (17th ed.) Citation

Fengler, Matthias, Wolfgang Härdle, and Enno Mammen. "A Dynamic Semiparametric Factor Model for Implied Volatility String Dynamics." SFB 649 Discussion Paper 2005.

MLA (9th ed.) Citation

Fengler, Matthias, et al. "A Dynamic Semiparametric Factor Model for Implied Volatility String Dynamics." SFB 649 Discussion Paper, 2005.