Pricing a class of exotic options via moments and SDP relaxations

Zervos, MihailORCID logo; Lasserre, Jean Bernard; and Prieto-Rumeau, T (2006) Pricing a class of exotic options via moments and SDP relaxations. Mathematical Finance, 16 (3). pp. 429-494. ISSN 0960-1627
Copy
Item Type Article
Departments Mathematics
DOI 10.1111/j.1467-9965.2006.00279.x
Date Deposited 15 Aug 2008 15:40
URI https://researchonline.lse.ac.uk/id/eprint/15281

Explore Further

Full text not available from this repository.

Atom BibTeX OpenURL ContextObject in Span OpenURL ContextObject Dublin Core MPEG-21 DIDL Data Cite XML EndNote HTML Citation METS MODS RIOXX2 XML Reference Manager Refer ASCII Citation
Export

Downloads