Jacob Abernethy, Rafael M. Frongillo, Andre Wibisono
Minimax option pricing meets black-scholes in the limit
STOC, 2012.
@inproceedings{STOC-2012-AbernethyFW,
author = "Jacob Abernethy and Rafael M. Frongillo and Andre Wibisono",
booktitle = "{Proceedings of the 44th Annual ACM Symposium on Theory of Computing}",
doi = "10.1145/2213977.2214070",
isbn = "978-1-4503-1245-5",
pages = "1029--1040",
publisher = "{ACM}",
title = "{Minimax option pricing meets black-scholes in the limit}",
year = 2012,
}











