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

Bertsimas, Dimitris.; Popescu, Ioana.; Sloan School of Management.

Date: 2013-06-05

Dimitris Bertsimas and Ioana Popescu.

Title from cover. "June 1999."

Includes bibliographical references (leaves 28-29).

Partially supported by a Singapore-MIT Alliance grant and an NSF grant. DMI-9610486

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