On the relation between option and stock prices : a convex optimization approach
Title from cover. "June 1999."
| Other Authors: | |
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| Language: | eng |
| Published: |
Sloan School of Management, Massachusetts Institute of Technology
2003
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| Subjects: | |
| Online Access: | http://hdl.handle.net/1721.1/2756 |
| _version_ | 1811088403124453376 |
|---|---|
| author2 | Bertsimas, Dimitris. |
| author_facet | Bertsimas, Dimitris. |
| collection | MIT |
| description | Title from cover. "June 1999." |
| first_indexed | 2024-09-23T14:01:38Z |
| id | mit-1721.1/2756 |
| institution | Massachusetts Institute of Technology |
| language | eng |
| last_indexed | 2024-09-23T14:01:38Z |
| publishDate | 2003 |
| publisher | Sloan School of Management, Massachusetts Institute of Technology |
| record_format | dspace |
| spelling | mit-1721.1/27562019-04-12T08:24:57Z On the relation between option and stock prices : a convex optimization approach Bertsimas, Dimitris. Popescu, Ioana. Sloan School of Management. HD28 .M414 no.4085-99 Title from cover. "June 1999." Includes bibliographical references (leaves 28-29). Partially supported by a Singapore-MIT Alliance grant and an NSF grant. DMI-9610486 Dimitris Bertsimas and Ioana Popescu. 2003-04-29T05:17:55Z 2003-04-29T05:17:55Z 1999 #4085 http://hdl.handle.net/1721.1/2756 eng Working paper (Sloan School of Management) ; WP 4085-99. leaves 1998273 bytes application/pdf application/pdf Sloan School of Management, Massachusetts Institute of Technology |
| spellingShingle | HD28 .M414 no.4085-99 On the relation between option and stock prices : a convex optimization approach |
| title | On the relation between option and stock prices : a convex optimization approach |
| title_full | On the relation between option and stock prices : a convex optimization approach |
| title_fullStr | On the relation between option and stock prices : a convex optimization approach |
| title_full_unstemmed | On the relation between option and stock prices : a convex optimization approach |
| title_short | On the relation between option and stock prices : a convex optimization approach |
| title_sort | on the relation between option and stock prices a convex optimization approach |
| topic | HD28 .M414 no.4085-99 |
| url | http://hdl.handle.net/1721.1/2756 |