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

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

Title from cover. "June 1999."

Bibliographic Details
Other Authors:	Bertsimas, Dimitris.
Language:	eng
Published:	Sloan School of Management, Massachusetts Institute of Technology 2003
Subjects:	HD28 .M414 no.4085-99
Online Access:	http://hdl.handle.net/1721.1/2756

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