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.
ציטוט MLAAksamit, A., et al. The Robust Pricing–hedging Duality for American Options in Discrete Time Financial Markets. Wiley, 2018.
אזהרה: ציטוטים אלה לעיתים לא מדויקים ב 100%.