Sepp, A., & Rakhmonov, P. (2025). Stochastic volatility for factor Heath–Jarrow–Morton framework. Review of Derivatives Research, 28(3). https://doi.org/10.1007/s11147-025-09217-4
ISO-690 (author-date, English)SEPP, Artur and RAKHMONOV, Parviz, 2025. Stochastic volatility for factor Heath–Jarrow–Morton framework. Review of Derivatives Research. 1 October 2025. Vol. 28, no. 3, . DOI 10.1007/s11147-025-09217-4.
Modern Language Association 9th editionSepp, A., and P. Rakhmonov. “Stochastic Volatility for Factor Heath–Jarrow–Morton Framework”. Review of Derivatives Research, vol. 28, no. 3, Oct. 2025, https://doi.org/10.1007/s11147-025-09217-4.
Mohr Siebeck - Recht (Deutsch - Österreich)Sepp, Artur/Rakhmonov, Parviz: Stochastic volatility for factor Heath–Jarrow–Morton framework, Review of Derivatives Research 2025,
Emerald - HarvardSepp, A. and Rakhmonov, P. (2025), “Stochastic volatility for factor Heath–Jarrow–Morton framework”, Review of Derivatives Research, Vol. 28 No. 3, available at:https://doi.org/10.1007/s11147-025-09217-4.