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О принципе дуальности для хеджирующих стратегий в диффузионных моделях
Author(s) -
Роман Валерьевич Иванов,
Альберт Николаевич Ширяев,
Albert N. Shiryaev
Publication year - 2011
Publication title -
теория вероятностей и ее применения
Language(s) - Uncategorized
Resource type - Journals
eISSN - 2305-3151
pISSN - 0040-361X
DOI - 10.4213/tvp4401
Subject(s) - mathematics

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