Παραπομπή σε μορφή APA (7η εκδ.)

Duan, X., Liu, Q., Xu, Z., Ying, Z., & Zhang, X. (2026). Option Implied Volatility and Trading Strategies Based on Neural Network Correction. Journal of Futures Markets, 46(1), 3. https://doi.org/10.1002/fut.70046

Παραπομπή σε μορφή Chicago (17η εκδ.)

Duan, Xinyu, Qingfu Liu, Zhengyun Xu, Zhiliang Ying, και Xiaohong Zhang. "Option Implied Volatility and Trading Strategies Based on Neural Network Correction." Journal of Futures Markets 46, no. 1 (2026): 3. https://doi.org/10.1002/fut.70046.

Παραπομπή σε μορφή MLA (9th εκδ.)

Duan, Xinyu, et al. "Option Implied Volatility and Trading Strategies Based on Neural Network Correction." Journal of Futures Markets, vol. 46, no. 1, 2026, p. 3, https://doi.org/10.1002/fut.70046.