B. YILMAZ Et Al. , "Computation of the Delta of European Options under Stochastic Volatility Models," SIAM conferance Fianancial Mathemtics and Engineering , Chicago, United States Of America, 2014
YILMAZ, B. Et Al. 2014. Computation of the Delta of European Options under Stochastic Volatility Models. SIAM conferance Fianancial Mathemtics and Engineering , (Chicago, United States Of America).
YILMAZ, B., YOLCU OKUR, Y., & İnkaya, B. A., (2014). Computation of the Delta of European Options under Stochastic Volatility Models . SIAM conferance Fianancial Mathemtics and Engineering, Chicago, United States Of America
YILMAZ, BİLGİ, YELİZ YOLCU OKUR, And Bülent Alper İnkaya. "Computation of the Delta of European Options under Stochastic Volatility Models," SIAM conferance Fianancial Mathemtics and Engineering, Chicago, United States Of America, 2014
YILMAZ, BİLGİ Et Al. "Computation of the Delta of European Options under Stochastic Volatility Models." SIAM conferance Fianancial Mathemtics and Engineering , Chicago, United States Of America, 2014
YILMAZ, B. YOLCU OKUR, Y. And İnkaya, B. A. (2014) . "Computation of the Delta of European Options under Stochastic Volatility Models." SIAM conferance Fianancial Mathemtics and Engineering , Chicago, United States Of America.
@conferencepaper{conferencepaper, author={BİLGİ YILMAZ Et Al. }, title={Computation of the Delta of European Options under Stochastic Volatility Models}, congress name={SIAM conferance Fianancial Mathemtics and Engineering}, city={Chicago}, country={United States Of America}, year={2014}}