A Robust Control Framework for Option Pricing

William M. McEneaney. A Robust Control Framework for Option Pricing. Math. Oper. Res., 22(1):202-221, 1997. [doi]

@article{McEneaney97,
  title = {A Robust Control Framework for Option Pricing},
  author = {William M. McEneaney},
  year = {1997},
  doi = {10.1287/moor.22.1.202},
  url = {http://dx.doi.org/10.1287/moor.22.1.202},
  researchr = {https://researchr.org/publication/McEneaney97},
  cites = {0},
  citedby = {0},
  journal = {Math. Oper. Res.},
  volume = {22},
  number = {1},
  pages = {202-221},
}