Cita APA
Rachev, S. T. (2011). Financial models with Lévy processes and volatility clustering. Wiley.
Citación estilo Chicago
Rachev, S. T. Financial Models with Lévy Processes and Volatility Clustering. Hoboken, NJ: Wiley, 2011.
Cita MLA
Rachev, S. T. Financial Models with Lévy Processes and Volatility Clustering. Wiley, 2011.
Warning: These citations may not always be 100% accurate.