Cita APA (7th ed.)
Rachev, S. T. (2011). Financial models with Lévy processes and volatility clustering. Wiley.
Cita Chicago (17th ed.)
Rachev, S. T. Financial Models with Lévy Processes and Volatility Clustering. Hoboken, NJ: Wiley, 2011.
Cita MLA (9th ed.)
Rachev, S. T. Financial Models with Lévy Processes and Volatility Clustering. Wiley, 2011.
Atenció: Aquestes cites poden no estar 100% correctes.