2024-03-29T14:29:51Z
https://oai.zbmath.org/v1/
oai:zbmath.org:5925663
2011-07-19T08:44:41Z
60
91
Gong Guanglu (Beijing)
Ekström, Erik; Hobson, David
2011
5925663
English
Institute of Mathematical Statistics (IMS), Beachwood, OH/Bethesda, MD
https://zbmath.org/05925663
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Ann. Appl. Probab. 21, No. 3, 1102-1135 (2011).
91G20; 60J60; 60G40
Recovering a time-homogeneous stock price process from perpetual option prices
j