Duality and martingales: a stochastic programming perspective on contingent claims-Reference-Cited by-同舟云学术

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Duality and martingales: a stochastic programming perspective on contingent claims

Published:2002-02 Issue:3 Volume:91 Page:543-562
ISSN:0025-5610
Container-title:Mathematical Programming
language:en
Short-container-title:Math. Program.

Author:

King Alan J.

Publisher

Springer Science and Business Media LLC

Subject

General Mathematics,Software

Link

http://link.springer.com/content/pdf/10.1007/s101070100257.pdf

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