"Minimax option pricing meets black-scholes in the limit."

Jacob D. Abernethy, Rafael M. Frongillo, Andre Wibisono (2012)

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DOI: 10.1145/2213977.2214070

access: closed

type: Conference or Workshop Paper

metadata version: 2018-11-06

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Jacob D. Abernethy, Rafael M. Frongillo, Andre Wibisono:
Minimax option pricing meets black-scholes in the limit. STOC 2012: 1029-1040

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