Optimal hedging of a perpetual American put with a single trade

MLA

Cai, Cheng, et al. Optimal Hedging of a Perpetual American Put with a Single Trade. 2020. EBSCOhost, https://doi.org/10.1137/20M1325265.

APA

Cai, C., De Angelis, T., & Palczewski, J. (2020). Optimal hedging of a perpetual American put with a single trade. https://doi.org/10.1137/20M1325265

Chicago

Cai, Cheng, Tiziano De Angelis, and Jan Palczewski. 2020. “Optimal Hedging of a Perpetual American Put with a Single Trade.” doi:10.1137/20M1325265.