Duality in option pricing based on prices of other derivatives (Q2643789)
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scientific article; zbMATH DE number 5183104
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| English | Duality in option pricing based on prices of other derivatives |
scientific article; zbMATH DE number 5183104 |
Statements
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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0.7744942903518677
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0.7515109181404114
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0.7454169392585754
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0.7360889315605164
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0.7304208874702454
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