Uni-Logo
Sections
You are here: Home Emeriti Ernst Eberlein Inhalte 2008 Artikel On the duality principle in option pricing: semimartingale setting
Document Actions

2008 Artikel On the duality principle in option pricing: semimartingale setting

On the duality principle in option pricing: semimartingale setting. Finance and Stochastics 12 (2) (2008), 265–292 (with A. Papapantoleon, A. N. Shiryaev) The original publication is available at www.springerlink.com.

duality.pdf — PDF document, 281Kb

Personal tools