Robust option pricing : An [epsilon]-arbitrage approach

Thesis (S.M.)--Massachusetts Institute of Technology, Computation for Design and Optimization Program, 2009.

Bibliografische gegevens
Hoofdauteur:	Chen, Si, S.M. Massachusetts Institute of Technology
Andere auteurs:	Dimitris Bertsimas.
Formaat:	Thesis
Taal:	eng
Gepubliceerd in:	Massachusetts Institute of Technology 2010
Onderwerpen:	Computation for Design and Optimization Program.
Online toegang:	http://hdl.handle.net/1721.1/55108

Internet

http://hdl.handle.net/1721.1/55108