On the duality principle in option pricing : semimartingale setting
Ernst Eberlein; Antonis Papapantoleon; Albert N. Shiryaev
| Year of publication: |
2008
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|---|---|
| Authors: | Eberlein, Ernst ; Papapantoleon, Antonis ; Širjaev, Alʹbert N. |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 12.2008, 2, p. 265-292
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| Subject: | Optionspreistheorie | Option pricing theory | Martingal | Martingale | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003716266