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~isPartOf:"Working Paper"
~person:"Elsinger, Helmut"
~person:"Flåm, Sjur"
~subject:"bid-ask intervals"
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Option Pricing by Mathematical Programming
Flåm, Sjur
-
2007
here that integrality constraints can often be relaxed. In fact, simple mathematical programming, aimed at
arbitrage
or …
Persistent link: https://www.econbiz.de/10013208513
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