Duality in option pricing based on prices of other derivatives
| Year of publication: |
2007
|
|---|---|
| Authors: | Nishihara, Michi ; Yagiura, Mutsunori ; Ibaraki, Toshihide |
| Published in: |
Operations research letters. - Amsterdam [u.a.] : Elsevier, ISSN 0167-6377, ZDB-ID 7207359. - Vol. 35.2007, 2, p. 165-171
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