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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

Authors

Carr, Peter

Torricelli, Lorenzo https://orcid.org/0000-0002-7419-2119
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Text and Data Mining valid from 2023-01-10

Version of Record valid from 2023-01-10
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Article History

Accepted: 12 December 2022

First Online: 10 January 2023

Declarations

:

: The authors declare no competing interests.