Citations refer to the original publication, not to a Scieee localized version.
Mickel, A., & Neuenkirch, A. (2021). The weak convergence rate of two semi-exact discretization schemes for the Heston model. Risks, 9(1), 1–38. https://doi.org/10.3390/risks9010023
Mickel, Annalena, and Andreas Neuenkirch. “The weak convergence rate of two semi-exact discretization schemes for the Heston model.” Risks, vol. 9, no. 1, 2021, pp. 1–38. https://doi.org/10.3390/risks9010023.
Mickel, Annalena, and Andreas Neuenkirch. “The weak convergence rate of two semi-exact discretization schemes for the Heston model.” Risks 9, no. 1 (2021): 1–38. https://doi.org/10.3390/risks9010023.
Mickel, A. and Neuenkirch, A. (2021) ‘The weak convergence rate of two semi-exact discretization schemes for the Heston model’, Risks, 9(1), pp. 1–38. Available at: https://doi.org/10.3390/risks9010023.
A. Mickel and A. Neuenkirch, “The weak convergence rate of two semi-exact discretization schemes for the Heston model,” Risks, vol. 9, no. 1, pp. 1–38, 2021, doi: 10.3390/risks9010023.
@article{mickel2021weak,
author = {Mickel, Annalena and Neuenkirch, Andreas},
title = {The weak convergence rate of two semi-exact discretization schemes for the Heston model},
journal = {Risks},
year = {2021},
volume = {9},
number = {1},
pages = {1--38},
publisher = {Basel: MDPI,Basel: MDPI},
doi = {10.3390/risks9010023},
url = {https://doi.org/10.3390/risks9010023}
}
