On the relation between option and stock prices : a convex optimization approach
| Year of publication: |
1999
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|---|---|
| Authors: | Bertsimas, Dimitris. ; Popescu, Ioana. |
| Institutions: | Sloan School of Management, Massachusetts Institute of Technology (MIT) |
| Subject: | HD28 .M414 no.4085-99 |
| Extent: | application/pdf |
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| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | The text is part of a series 1721.1 Number WP 4085-99. |
| Source: |
Persistent link: https://www.econbiz.de/10005750528