Please use this identifier to cite or link to this item: https://scholarbank.nus.edu.sg/handle/10635/191981
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dc.titleBounding Option Prices of Multi-Assets: A Semidefinite Programming Approach
dc.contributor.authorHan, Deren
dc.contributor.authorLi, Xun
dc.contributor.authorSun, Defeng
dc.contributor.authorSun, Jie
dc.date.accessioned2021-06-11T10:40:20Z
dc.date.available2021-06-11T10:40:20Z
dc.date.issued2005
dc.identifier.citationHan, Deren, Li, Xun, Sun, Defeng, Sun, Jie (2005). Bounding Option Prices of Multi-Assets: A Semidefinite Programming Approach. Pacific Journal of Optimization 1 : 59-79. ScholarBank@NUS Repository.
dc.identifier.issn1348-9151
dc.identifier.urihttps://scholarbank.nus.edu.sg/handle/10635/191981
dc.publisherYokohama Publishers, Inc
dc.sourceElements
dc.typeArticle
dc.date.updated2021-06-07T09:49:18Z
dc.contributor.departmentDEAN'S OFFICE (SSH SCH OF PUBLIC HEALTH)
dc.description.sourcetitlePacific Journal of Optimization
dc.description.volume1
dc.description.page59-79
dc.description.placeJapan
dc.published.statePublished
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