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