Please use this identifier to cite or link to this item:
https://scholarbank.nus.edu.sg/handle/10635/191981
| DC Field | Value | |
|---|---|---|
| dc.title | Bounding Option Prices of Multi-Assets: A Semidefinite Programming Approach | |
| dc.contributor.author | Han, Deren | |
| dc.contributor.author | Li, Xun | |
| dc.contributor.author | Sun, Defeng | |
| dc.contributor.author | Sun, Jie | |
| dc.date.accessioned | 2021-06-11T10:40:20Z | |
| dc.date.available | 2021-06-11T10:40:20Z | |
| dc.date.issued | 2005 | |
| dc.identifier.citation | Han, 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.issn | 1348-9151 | |
| dc.identifier.uri | https://scholarbank.nus.edu.sg/handle/10635/191981 | |
| dc.publisher | Yokohama Publishers, Inc | |
| dc.source | Elements | |
| dc.type | Article | |
| dc.date.updated | 2021-06-07T09:49:18Z | |
| dc.contributor.department | DEAN'S OFFICE (SSH SCH OF PUBLIC HEALTH) | |
| dc.description.sourcetitle | Pacific Journal of Optimization | |
| dc.description.volume | 1 | |
| dc.description.page | 59-79 | |
| dc.description.place | Japan | |
| dc.published.state | Published | |
| Appears in Collections: | Elements Staff Publications | |
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| File | Description | Size | Format | Access Settings | Version | |
|---|---|---|---|---|---|---|
| PJOv1n1pp47.pdf | 514.75 kB | Adobe PDF | CLOSED | None |
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