Cita APA (7a ed.)
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.
Cita Chicago Style (17a ed.)
Abken, Peter A., Dilip B. Madan, y 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.
Cita MLA (9a ed.)
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.
Precaución: Estas citas no son 100% exactas.