Robust option pricing

Chaithanya Bandi, Dimitris Bertsimas. Robust option pricing. European Journal of Operational Research, 239(3):842-853, 2014. [doi]

Authors

Chaithanya Bandi

This author has not been identified. Look up 'Chaithanya Bandi' in Google

Dimitris Bertsimas

This author has not been identified. Look up 'Dimitris Bertsimas' in Google