Title of article
Duality in option pricing based on prices of other derivatives
Author/Authors
Michi Nishihara، نويسنده , , Mutsunori Yagiura، نويسنده , , Toshihide Ibaraki، نويسنده ,
Issue Information
دوماهنامه با شماره پیاپی سال 2007
Pages
7
From page
165
To page
171
Keywords
Option Pricing , Hedging , Duality , Semi-infinite programming
Journal title
Operations Research Letters
Serial Year
2007
Journal title
Operations Research Letters
Record number
137765
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