Chaithanya Bandi, Dimitris Bertsimas. Robust option pricing. European Journal of Operational Research, 239(3):842-853, 2014. [doi]
@article{BandiB14,
title = {Robust option pricing},
author = {Chaithanya Bandi and Dimitris Bertsimas},
year = {2014},
doi = {10.1016/j.ejor.2014.06.002},
url = {http://dx.doi.org/10.1016/j.ejor.2014.06.002},
researchr = {https://researchr.org/publication/BandiB14},
cites = {0},
citedby = {0},
journal = {European Journal of Operational Research},
volume = {239},
number = {3},
pages = {842-853},
}