Robust option pricing : An [epsilon]-arbitrage approach
Year of publication: |
2009
|
---|---|
Other Persons: | Dimitris Bertsimas. (contributor) |
Institutions: | Chen, Si, S.M. Massachusetts Institute of Technology ; Massachusetts Institute of Technology. Computation for Design and Optimization Program. (contributor) |
Publisher: |
Massachusetts Institute of Technology |
Subject: | Computation for Design and Optimization Program |
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