Chan, C. H. (1991). SIMEX Euroyen options: Camparing its implied volatility to the actual volatility of its underlying futures contract.
Chicago Style (17th ed.) CitationChan, Chee Hui. SIMEX Euroyen Options: Camparing Its Implied Volatility to the Actual Volatility of Its Underlying Futures Contract. 1991.
MLA引文Chan, Chee Hui. SIMEX Euroyen Options: Camparing Its Implied Volatility to the Actual Volatility of Its Underlying Futures Contract. 1991.
警告:这些引文格式不一定是100%准确.