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