On the relation between option and stock prices : a convex optimization approach
Author(s)
Bertsimas, Dimitris.; Popescu, Ioana.; Sloan School of Management.
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Metadata
Show full item recordDescription
Title from cover. "June 1999." Includes bibliographical references (leaves 28-29).
Date issued
1999Publisher
Sloan School of Management, Massachusetts Institute of Technology
Other identifiers
#4085
Series/Report no.
Working paper (Sloan School of Management) ; WP 4085-99.