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Teoriya Veroyatnostei i ee Primeneniya, 2011, Volume 56, Issue 3, Pages 417–448
DOI: https://doi.org/10.4213/tvp4401 (Mi tvp4401) 		 
This article is cited in 1 scientific paper (total in 1 paper)

On the duality principle of hedging in diffusion models

R. V. Ivanova, A. N. Shiryaevb

a Institute of Control Sciences, Russian Academy of Sciences
b Steklov Mathematical Institute, Russian Academy of Sciences
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DOI: https://doi.org/10.4213/tvp4401
Received: 27.08.2010
English version:
Theory of Probability and its Applications, 2011, Volume 56, Issue 3, Pages 376–402
DOI: https://doi.org/10.1137/S0040585X97985480
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: R. V. Ivanov, A. N. Shiryaev, “On the duality principle of hedging in diffusion models”, Teor. Veroyatnost. i Primenen., 56:3 (2011), 417–448; Theory Probab. Appl., 56:3 (2011), 376–402
Citation in format AMSBIB
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    • This publication is cited in the following 1 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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    		Теория вероятностей и ее применения Theory of Probability and its Applications
     
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