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STOC
2012
ACM
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Algorithms
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STOC 2012
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Minimax option pricing meets black-scholes in the limit
12 years 2 months ago
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www.seas.upenn.edu
Option contracts are a type of financial derivative that allow investors to hedge risk and speculate on the variation of an asset’s future market price. In short, an option has...
Jacob Abernethy, Rafael M. Frongillo, Andre Wibiso...
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