@techreport{a5d55d834751461f81141b5bb6457250,
title = "Robust One Period Option Modelling",
abstract = "AMS classifications: 90C15; 90C20; 90C90; 49M29;",
keywords = "return on investment, option pricing models, optimization, portfolio investment",
author = "F. Lutgens and J.F. Sturm",
note = "Pagination: 22",
year = "2002",
language = "English",
volume = "2002-114",
series = "CentER Discussion Paper",
publisher = "Operations research",
type = "WorkingPaper",
institution = "Operations research",
}