Items where Author is "Vanderbei, Robert J."
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Vanderbei, Robert J. and Pınar, Mustafa C. and Bozkaya, Efe Burak (2013) Discrete-time pricing and optimal exercise of American perpetual warrants in the geometric random walk model. Applied Mathematics & Optimization, 67 (1). pp. 97-122. ISSN 0095-4616 (Print) 1432-0606 (Online)