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MLA
“A Continuous Minimax Strategy for Options Hedging.” Algorithms for Worst-Case Design and Applications to Risk Management, by Berç Rustem and Melendres Howe, Princeton University Press, PRINCETON; OXFORD, 2002, pp. 179–246, www.jstor.org/stable/j.ctt7s093.11. Accessed 1 June 2020.
APA
Rustem, B., & Howe, M. (2002). A continuous minimax strategy for options hedging. In Algorithms for Worst-Case Design and Applications to Risk Management (pp. 179-246). PRINCETON; OXFORD: Princeton University Press. Retrieved June 1, 2020, from www.jstor.org/stable/j.ctt7s093.11
CHICAGO
Rustem, Berç, and Melendres Howe. "A Continuous Minimax Strategy for Options Hedging." In Algorithms for Worst-Case Design and Applications to Risk Management, 179-246. PRINCETON; OXFORD: Princeton University Press, 2002. Accessed June 1, 2020. www.jstor.org/stable/j.ctt7s093.11.

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