A convex duality approach for pricing contingent claims...

Stochastic Analysis and Applications 2017 / 03 Vol. 35; Iss. 2

A convex duality approach for pricing contingent claims under partial information and short selling constraints

Dahl, Kristina Rognlien
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Volume:
35
Language:
english
Journal:
Stochastic Analysis and Applications
DOI:
10.1080/07362994.2016.1255147
Date:
March, 2017
File:
PDF, 761 KB
english, 2017
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