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Exponential semimartingale model
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On the duality principle in option pricing: semimartingale setting
Eberlein, Ernst
;
Papapantoleon, Antonis
;
Shiryaev, Albert
- In:
Finance and Stochastics
12
(
2008
)
2
,
pp. 265-292
Persistent link: https://www.econbiz.de/10005166855
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