Publications in Scientific Journals:
E. Eberlein, A. Papapantoleon, A. Shiryaev:
"On the duality principle in option pricing: semimartingale setting";
Finance and Stochastics,
12
(2008),
2;
265
- 292.
"Official" electronic version of the publication (accessed through its Digital Object Identifier - DOI)
http://dx.doi.org/10.1007/s00780-008-0061-0
Related Projects:
Project Head Josef Teichmann:
START Preis Projekt: Geometrie stochastischer Differentialgleichungen
Created from the Publication Database of the Vienna University of Technology.