مرکز منطقه ای اطلاع رساني علوم و فناوري - Duality in option pricing based on prices of other derivatives

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 :

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

Link To Document :