Pricing a class of exotic options via moments and SDP relaxations

Zervos, M.ORCID logo, Lasserre, J. B. & Prieto-Rumeau, T. (2006). Pricing a class of exotic options via moments and SDP relaxations. Mathematical Finance, 16(3), 429-494. https://doi.org/10.1111/j.1467-9965.2006.00279.x
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Item Type Article
Copyright holders © 2006 Wiley
Departments LSE > Academic Departments > Mathematics
DOI 10.1111/j.1467-9965.2006.00279.x
Date Deposited 15 Aug 2008
URI https://researchonline.lse.ac.uk/id/eprint/15281

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