APA(7版)引用形式

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

Chicagoスタイル(17版)引用形式

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

MLA(9版)引用形式

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

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