On the duality principle in option pricing: semimartingale setting
| Year of publication: |
2008
|
|---|---|
| Authors: | Eberlein, Ernst ; Papapantoleon, Antonis ; Shiryaev, Albert N. |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 13563397. - Vol. 12.2008, 2, p. 265
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