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"Duality in option pricing based on prices of other derivatives."

Michi Nishihara, Mutsunori Yagiura, Toshihide Ibaraki (2007)

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DOI: 10.1016/J.ORL.2006.03.007

access: closed

type: Journal Article

metadata version: 2019-09-25

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  - journals/orl/NishiharaYI07
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  - https://dblp.org/rec/journals/orl/NishiharaYI07
Michi Nishihara, Mutsunori Yagiura, Toshihide Ibaraki:
Duality in option pricing based on prices of other derivatives. Oper. Res. Lett. 35(2): 165-171 (2007)

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