Ernst Eberlein, Antonis Papapantoleon, Albert N. Shiryaev. On the duality principle in option pricing: semimartingale setting. Finance and Stochastics, 12(2):265-292, 2008. [doi]
@article{EberleinPS08,
title = {On the duality principle in option pricing: semimartingale setting},
author = {Ernst Eberlein and Antonis Papapantoleon and Albert N. Shiryaev},
year = {2008},
doi = {10.1007/s00780-008-0061-0},
url = {http://dx.doi.org/10.1007/s00780-008-0061-0},
researchr = {https://researchr.org/publication/EberleinPS08},
cites = {0},
citedby = {0},
journal = {Finance and Stochastics},
volume = {12},
number = {2},
pages = {265-292},
}