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On the duality principle in option pricing: semimartingale setting

✍ Scribed by Ernst Eberlein; Antonis Papapantoleon; Albert N. Shiryaev

Publisher: Springer-Verlag
Year: 2008
Tongue: English
Weight: 533 KB
Volume: 12
Category: Article
ISSN: 0949-2984
DOI: 10.1007/s00780-008-0061-0

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