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Forward equations for option prices in semimartingale models

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https://hal.archives-ouvertes.fr/hal-01191837
Contributor : Serena Benassù <>
Submitted on : Wednesday, September 2, 2015 - 3:59:01 PM
Last modification on : Friday, March 27, 2020 - 4:03:44 AM

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  • HAL Id : hal-01191837, version 1

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A. Bentata, R. Cont. Forward equations for option prices in semimartingale models. Finance and Stochastics, Springer Verlag (Germany), 2015, 19 (3), pp.617-651. ⟨hal-01191837⟩

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