Arbitrage-free pricing of derivatives in nonlinear market models
Crossref DOI link: https://doi.org/10.1186/s41546-018-0027-x
Published Online: 2018-04-21
Published Print: 2018-12
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Bielecki, Tomasz R.
Cialenco, Igor
Rutkowski, Marek
Text and Data Mining valid from 2018-04-21
Article History
Received: 29 January 2017
Accepted: 15 March 2018
First Online: 21 April 2018
Competing interests
: The authors declare that they have no competing interests.