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    MCS
    2008
    Springer
    282views Pattern Recognition» more  MCS 2008»
    Constant elasticity of variance (CEV) option pricing model: Integration and detailed derivation
    13 years 7 months ago
    Constant elasticity of variance (CEV) option pricing model: Integration and detailed derivation
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    Y. L. Hsu, T. I. Lin, C. F. Lee
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    MP
    2006
    75views more  MP 2006»
    Static arbitrage bounds on basket option prices
    13 years 7 months ago
    Static arbitrage bounds on basket option prices
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    Alexandre d'Aspremont, Laurent El Ghaoui
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    SIGECOM
    2008
    ACM
    129views ECommerce» more  SIGECOM 2008»
    Can priced options solve the exposure problem in sequential auctions?
    13 years 7 months ago
    Can priced options solve the exposure problem in sequential auctions?
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    Lonneke Mous, Valentin Robu, Han La Poutré
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    IOR
    2002
    39views more  IOR 2002»
    On the Relation Between Option and Stock Prices: A Convex Optimization Approach
    13 years 7 months ago
    On the Relation Between Option and Stock Prices: A Convex Optimization Approach
    Download  web.mit.edu
    Dimitris Bertsimas, Ioana Popescu
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    FS
    2010
    458views more  FS 2010»
    Risk-neutral compatibility with option prices
    13 years 6 months ago
    Risk-neutral compatibility with option prices
    Download  legacy.orie.cornell.edu
    Jean Jacod, Philip Protter
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