APA (7th ed.) Citation

Takada, H., Sumita, U., & Takahashi, K. (2011). Pricing collateralized debt obligations with Markov-modulated Poisson processes. Quantitative finance, 11(12), 1761-1771. https://doi.org/10.1080/14697688.2010.548398

Chicago Style (17th ed.) Citation

Takada, Hideyuki, Ushio Sumita, and Kazuki Takahashi. "Pricing Collateralized Debt Obligations with Markov-modulated Poisson Processes." Quantitative Finance 11, no. 12 (2011): 1761-1771. https://doi.org/10.1080/14697688.2010.548398.

MLA (9th ed.) Citation

Takada, Hideyuki, et al. "Pricing Collateralized Debt Obligations with Markov-modulated Poisson Processes." Quantitative Finance, vol. 11, no. 12, 2011, pp. 1761-1771, https://doi.org/10.1080/14697688.2010.548398.