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https://scholarbank.nus.edu.sg/handle/10635/191981
| Title: | Bounding Option Prices of Multi-Assets: A Semidefinite Programming Approach | Authors: | Han, Deren Li, Xun Sun, Defeng Sun, Jie |
Issue Date: | 2005 | Publisher: | Yokohama Publishers, Inc | 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. | Source Title: | Pacific Journal of Optimization | URI: | https://scholarbank.nus.edu.sg/handle/10635/191981 | ISSN: | 1348-9151 |
| 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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