On the relation between option and stock prices : a convex optimization approach
Name
SWP-4085-43770153.pdf
Size
1.91 MB
Format
Adobe PDF
Checksum (MD5)
4e107a3f4930246deac0bea3037e2eae
Date Issued
1999
Publisher
Sloan School of Management, Massachusetts Institute of Technology
Series/Report no.
Working paper (Sloan School of Management) ; WP 4085-99.
Description
Title from cover. "June 1999."
Includes bibliographical references (leaves 28-29).
Persistent DSpace Link