APA (7th ed.) Citation

Helin, S., tiedekunta, M., Sciences, F. o., laitos, M. j. t., Statistics, D. o. M. a., yliopisto, J., & Jyväskylä, U. o. (2021). The Black-Scholes model and risk-sensitive asset management.

Chicago Style (17th ed.) Citation

Helin, Santeri, Matemaattis-luonnontieteellinen tiedekunta, Faculty of Sciences, Matematiikan ja tilastotieteen laitos, Department of Mathematics and Statistics, Jyväskylän yliopisto, and University of Jyväskylä. The Black-Scholes Model and Risk-sensitive Asset Management. 2021.

MLA (9th ed.) Citation

Helin, Santeri, et al. The Black-Scholes Model and Risk-sensitive Asset Management. 2021.