"Duality in option pricing based on prices of other derivatives."

Michi Nishihara, Mutsunori Yagiura, Toshihide Ibaraki (2007)

> Home

Details and statistics

DOI: 10.1016/J.ORL.2006.03.007

access: closed

type: Journal Article

metadata version: 2019-09-25

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/orl/NishiharaYI07
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/orl/NishiharaYI07
Michi Nishihara, Mutsunori Yagiura, Toshihide Ibaraki:
Duality in option pricing based on prices of other derivatives. Oper. Res. Lett. 35(2): 165-171 (2007)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.