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A Robust Control Framework for Option Pricing

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References

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Cited by

2005The Robust Control Approach to Option Pricing and Interval Models: An Overview35 cited
2012The Interval Market Model in Mathematical Finance30 cited
2007Robust Control Approach to Option Pricing: A Representation Theorem and Fast Algorithm28 cited

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2007

PRICING OF RAINBOW OPTIONS: GAME THEORETIC APPROACH

26 cited