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"Minimax option pricing meets black-scholes in the limit."
Jacob D. Abernethy, Rafael M. Frongillo, Andre Wibisono (2012)
- 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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