Aksamit, A., Deng, S., Obłój, J., & Tan, X. (2018). The robust pricing–hedging duality for American options in discrete time financial markets. Wiley.
Citação norma ChicagoAksamit, A., S. Deng, J. Obłój, and X. Tan. The Robust Pricing–hedging Duality for American Options in Discrete Time Financial Markets. Wiley, 2018.
Citação norma MLAAksamit, A., et al. The Robust Pricing–hedging Duality for American Options in Discrete Time Financial Markets. Wiley, 2018.
Nota: a formatação da citação pode não corresponder 100% ao definido pela respectiva norma.