On the Relation Between Option and Stock Prices: A Convex Optimization Approach
| Year of publication: |
2002
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|---|---|
| Authors: | Bertsimas, Dimitris ; Popescu, Ioana |
| Published in: |
Operations research : the journal of the Operations Research Society of America. - Linthicum, Md : INFORMS, ISSN 0030-364X, ZDB-ID 1233890. - Vol. 50.2002, 2, p. 358-374
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