2008 Artikel On the duality principle in option pricing: semimartingale setting
On the duality principle in option pricing: semimartingale setting. Finance and Stochastics 12 (2) (2008), 265–292 (with A. Papapantoleon, A. N. Shiryaev)
The original publication is available at www.springerlink.com.
duality.pdf
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