Abken, P. A., Madan, D. B., & Ramamurtie, S. (1996). Estimation of Risk-Neutral and Statistical Densities By Hermite Polynomial Approximation: With an Application to Eurodollar Futures Options (1. ed.). Federal Reserve Bank of Atlanta.
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Chicago Style (17th ed.) Citation
Abken, Peter A., Dilip B. Madan, and Sailesh Ramamurtie. Estimation of Risk-Neutral and Statistical Densities By Hermite Polynomial Approximation: With an Application to Eurodollar Futures Options. 1. ed. Atlanta: Federal Reserve Bank of Atlanta, 1996.
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MLA (9th ed.) Citation
Abken, Peter A., et al. Estimation of Risk-Neutral and Statistical Densities By Hermite Polynomial Approximation: With an Application to Eurodollar Futures Options. 1. ed. Federal Reserve Bank of Atlanta, 1996.
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Warning: These citations may not always be 100% accurate.