Convex duality in continuous option pricing models
Crossref DOI link: https://doi.org/10.1007/s10479-022-05143-y
Published Online: 2023-01-10
Published Print: 2024-05
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Carr, Peter
Torricelli, Lorenzo http://orcid.org/0000-0002-7419-2119
Text and Data Mining valid from 2023-01-10
Version of Record valid from 2023-01-10
Article History
Accepted: 12 December 2022
First Online: 10 January 2023
Declarations
:
: The authors declare no competing interests.