@article{CRMATH_2007__344_2_127_0, author = {Pironneau, Olivier}, title = {Dupire-like identities for complex options}, journal = {Comptes Rendus. Math\'ematique}, pages = {127--133}, publisher = {Elsevier}, volume = {344}, number = {2}, year = {2007}, doi = {10.1016/j.crma.2006.11.032}, language = {en}, url = {http://www.numdam.org/articles/10.1016/j.crma.2006.11.032/} }