Geodesic
On the duality principle of hedging in diffusion models
Teoriâ veroâtnostej i ee primeneniâ, Tome 56 (2011) no. 3, pp. 417-448

Voir la notice de l'article provenant de la source Math-Net.Ru

@article{TVP_2011_56_3_a0,
     author = {R. V. Ivanov and A. N. Shiryaev},
     title = {On the duality principle of hedging in diffusion models},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {417--448},
     publisher = {mathdoc},
     volume = {56},
     number = {3},
     year = {2011},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_2011_56_3_a0/}
}
TY  - JOUR
AU  - R. V. Ivanov
AU  - A. N. Shiryaev
TI  - On the duality principle of hedging in diffusion models
JO  - Teoriâ veroâtnostej i ee primeneniâ
PY  - 2011
SP  - 417
EP  - 448
VL  - 56
IS  - 3
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/TVP_2011_56_3_a0/
LA  - ru
ID  - TVP_2011_56_3_a0
ER  - 
%0 Journal Article
%A R. V. Ivanov
%A A. N. Shiryaev
%T On the duality principle of hedging in diffusion models
%J Teoriâ veroâtnostej i ee primeneniâ
%D 2011
%P 417-448
%V 56
%N 3
%I mathdoc
%U http://geodesic.mathdoc.fr/item/TVP_2011_56_3_a0/
%G ru
%F TVP_2011_56_3_a0
R. V. Ivanov; A. N. Shiryaev. On the duality principle of hedging in diffusion models. Teoriâ veroâtnostej i ee primeneniâ, Tome 56 (2011) no. 3, pp. 417-448. http://geodesic.mathdoc.fr/item/TVP_2011_56_3_a0/