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"A Stochastic Control Approach to the Pricing of Options."

Emmanuel Nicholas Barron, Robert Jensen (1990)

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DOI: 10.1287/MOOR.15.1.49

access: closed

type: Journal Article

metadata version: 2017-05-28

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  - https://dblp.org/rec/journals/mor/BarronJ90
Emmanuel Nicholas Barron, Robert Jensen:
A Stochastic Control Approach to the Pricing of Options. Math. Oper. Res. 15(1): 49-79 (1990)

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