"On the duality principle in option pricing: semimartingale setting."

Ernst Eberlein, Antonis Papapantoleon, Albert N. Shiryaev (2008)

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DOI: 10.1007/S00780-008-0061-0

access: closed

type: Journal Article

metadata version: 2020-07-22

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Ernst Eberlein, Antonis Papapantoleon, Albert N. Shiryaev:
On the duality principle in option pricing: semimartingale setting. Finance Stochastics 12(2): 265-292 (2008)

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