On the duality principle in option pricing: semimartingale setting
| Year of publication: |
2008
|
|---|---|
| Authors: | Eberlein, Ernst ; Papapantoleon, Antonis ; Shiryaev, Albert |
| Published in: |
Finance and Stochastics. - Springer. - Vol. 12.2008, 2, p. 265-292
|
| Publisher: |
Springer |
| Subject: | Duality principle in option pricing | Exponential semimartingale model | Exponential Lévy model | Call-put duality | Exotic options |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005166855