APA (7th ed.) Citation

Fengler, M., Härdle, W., & Mammen, E. (2007). A semiparametric factor model for implied volatility surface dynamics. Journal of financial econometrics, 5(2), .

Chicago Style (17th ed.) Citation

Fengler, Matthias, Wolfgang Härdle, and Enno Mammen. "A Semiparametric Factor Model for Implied Volatility Surface Dynamics." Journal of Financial Econometrics 5, no. 2 (2007).

MLA (9th ed.) Citation

Fengler, Matthias, et al. "A Semiparametric Factor Model for Implied Volatility Surface Dynamics." Journal of Financial Econometrics, vol. 5, no. 2, 2007.