Style de citation APA (7e éd.)

Aksamit, A., Deng, S., Obłój, J., & Tan, X. (2018). The robust pricing–hedging duality for American options in discrete time financial markets. Wiley.

Style de citation Chicago (17e éd.)

Aksamit, A., S. Deng, J. Obłój, et X. Tan. The Robust Pricing–hedging Duality for American Options in Discrete Time Financial Markets. Wiley, 2018.

Style de citation MLA (9e éd.)

Aksamit, A., et al. The Robust Pricing–hedging Duality for American Options in Discrete Time Financial Markets. Wiley, 2018.