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Travelled to:
1 × USA
Collaborated with:
J.Abernethy A.Wibisono
Talks about:
minimax (1) schole (1) option (1) price (1) limit (1) black (1) meet (1)

Person: Rafael M. Frongillo

DBLP DBLP: Frongillo:Rafael_M=

Contributed to:

STOC 20122012

Wrote 1 papers:

STOC-2012-AbernethyFW
Minimax option pricing meets black-scholes in the limit (JA, RMF, AW), pp. 1029–1040.
Bibliography of Software Language Engineering in Generated Hypertext (BibSLEIGH) is created and maintained by Dr. Vadim Zaytsev.
Hosted as a part of SLEBOK on GitHub.