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

Co-author(s): I. Popescu; 
Publication Info: Operations Research; 
PDF Link: https://dbertsim.mit.edu/pdfs/papers/On%20the%20relation%20between%20option%20and%20stock%20prices-%20a%20convex%20optimization%20approach.pdf; 
Keywords: Finance: asset pricing, options. Optimization: semidefinite, convex optimization.