Aksamit, A., Deng, S., Obłój, J., & Tan, X. (2018). The robust pricing–hedging duality for American options in discrete time financial markets. Wiley.
Chicago Style (17th ed.) CitationAksamit, A., S. Deng, J. Obłój, and X. Tan. The Robust Pricing–hedging Duality for American Options in Discrete Time Financial Markets. Wiley, 2018.
MLA (9th ed.) CitationAksamit, A., et al. The Robust Pricing–hedging Duality for American Options in Discrete Time Financial Markets. Wiley, 2018.
Warning: These citations may not always be 100% accurate.