Engle, R. F., Kane, A., & Noh, J. (1993). Index-option pricing with stochastic volatility and the value of accurate variance forecasts.
Chicago Style (17th ed.) CitationEngle, Robert F., Alex Kane, and Jaesun Noh. Index-option Pricing with Stochastic Volatility and the Value of Accurate Variance Forecasts. Cambridge, MA, 1993.
MLA (9th ed.) CitationEngle, Robert F., et al. Index-option Pricing with Stochastic Volatility and the Value of Accurate Variance Forecasts. 1993.
Warning: These citations may not always be 100% accurate.