Duality and martingales: a stochastic programming perspective on contingent claims

✍ Scribed by Alan J. King

• Book ID: 106276174
• Publisher: Springer-Verlag
• Year: 2002
• Tongue: English
• Weight: 176 KB
• Volume: 91
• Category: Article
• ISSN: 0025-5610
• DOI: 10.1007/s101070100257