On the relation between option and stock prices : a convex optimization approach

Title from cover. "June 1999."

Detalhes bibliográficos
Outros Autores:	Bertsimas, Dimitris.
Idioma:	eng
Publicado em:	Sloan School of Management, Massachusetts Institute of Technology 2003
Assuntos:	HD28 .M414 no.4085-99
Acesso em linha:	http://hdl.handle.net/1721.1/2756

Internet

http://hdl.handle.net/1721.1/2756