Duality in option pricing based on prices of other derivatives (Q2643789)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Duality in option pricing based on prices of other derivatives |
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Duality in option pricing based on prices of other derivatives (English)
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27 August 2007
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option pricing
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hedging
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duality
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semi-infinite programming
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