APA (7. basım) Alıntı

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 (17. basım) Atıf

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

MLA (9th ed.) Atıf

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