Aksamit, A., Deng, S., Obłój, J., & Tan, X. (2018). The robust pricing–hedging duality for American options in discrete time financial markets. Wiley.
Citazione stile Chigago Style (17a edizione)Aksamit, A., S. Deng, J. Obłój, e X. Tan. The Robust Pricing–hedging Duality for American Options in Discrete Time Financial Markets. Wiley, 2018.
Citatione MLA (9a ed.)Aksamit, A., et al. The Robust Pricing–hedging Duality for American Options in Discrete Time Financial Markets. Wiley, 2018.
Attenzione: Queste citazioni potrebbero non essere precise al 100%.