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}, }