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~subject:"Option pricing theory"
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Option pricing theory
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Frittelli, Marco
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Biagini, Sara
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Decisions in economics and finance : a journal of applied mathematics
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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ECONIS (ZBW)
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Indifference price with general seminartingales
Biagini, Sara
;
Frittelli, Marco
;
Grasselli, Matheus
- In:
Mathematical finance : an international journal of …
21
(
2011
)
3
,
pp. 423-446
Persistent link: https://www.econbiz.de/10009155204
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On entropy martingale optimal transport theory
Doldi, Alessandro
;
Frittelli, Marco
;
Rosazza Gianin, …
- In:
Decisions in economics and finance : a journal of …
47
(
2024
)
1
,
pp. 1-42
Persistent link: https://www.econbiz.de/10015044783
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