Mercurio, P. J., Wu, Y., & Xie, H. (2020). Option Portfolio Selection with Generalized Entropic Portfolio Optimization. MDPI AG.
Chicago Style (17th ed.) CitationMercurio, Peter Joseph, Yuehua Wu, and Hong Xie. Option Portfolio Selection with Generalized Entropic Portfolio Optimization. MDPI AG, 2020.
MLA (8th ed.) CitationMercurio, Peter Joseph, et al. Option Portfolio Selection with Generalized Entropic Portfolio Optimization. MDPI AG, 2020.
Warning: These citations may not always be 100% accurate.