YOLCU OKUR, Y. Et Al. 2018. Computation of the Delta of European options under stochastic volatility models. COMPUTATIONAL MANAGEMENT SCIENCE , vol.15, no.2 , 213-237.

YOLCU OKUR, Y., Sayer, T., YILMAZ, B., & Inkaya, B. A., (2018). Computation of the Delta of European options under stochastic volatility models. COMPUTATIONAL MANAGEMENT SCIENCE , vol.15, no.2, 213-237.

YOLCU OKUR, YELİZ Et Al. "Computation of the Delta of European options under stochastic volatility models," COMPUTATIONAL MANAGEMENT SCIENCE , vol.15, no.2, 213-237, 2018

YOLCU OKUR, YELİZ Y. Et Al. "Computation of the Delta of European options under stochastic volatility models." COMPUTATIONAL MANAGEMENT SCIENCE , vol.15, no.2, pp.213-237, 2018

YOLCU OKUR, Y. Et Al. (2018) . "Computation of the Delta of European options under stochastic volatility models." COMPUTATIONAL MANAGEMENT SCIENCE , vol.15, no.2, pp.213-237.

@article{article, author={YELİZ YOLCU OKUR Et Al. }, title={Computation of the Delta of European options under stochastic volatility models}, journal={COMPUTATIONAL MANAGEMENT SCIENCE}, year=2018, pages={213-237} }