Aksamit, A., Deng, S., Obłój, J., & Tan, X. (2018). The robust pricing–hedging duality for American options in discrete time financial markets. Wiley.
Chicago (17e ed.) BronvermeldingAksamit, A., S. Deng, J. Obłój, en X. Tan. The Robust Pricing–hedging Duality for American Options in Discrete Time Financial Markets. Wiley, 2018.
MLA (9e ed.) BronvermeldingAksamit, A., et al. The Robust Pricing–hedging Duality for American Options in Discrete Time Financial Markets. Wiley, 2018.
Let op: Deze citaties zijn niet altijd 100% accuraat.