Cita APA (7a ed.)
Rachev, S. T. (2011). Financial models with Lévy processes and volatility clustering. Wiley.
Cita Chicago Style (17a ed.)
Rachev, S. T. Financial Models with Lévy Processes and Volatility Clustering. Hoboken, NJ: Wiley, 2011.
Cita MLA (9a ed.)
Rachev, S. T. Financial Models with Lévy Processes and Volatility Clustering. Wiley, 2011.
Precaución: Estas citas no son 100% exactas.