Pages that link to "Item:Q2643789"
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The following pages link to Duality in option pricing based on prices of other derivatives (Q2643789):
Displaying 3 items.
- On the duality principle in option pricing: semimartingale setting (Q928504) (← links)
- COMPUTING BOUNDS ON RISK-NEUTRAL DISTRIBUTIONS FROM THE OBSERVED PRICES OF CALL OPTIONS (Q3566767) (← links)
- A Weak Approximation of Stochastic Differential Equations with Jumps Through Tempered Polynomial Optimization (Q4906406) (← links)