A novel feasible discretization method for linear semi-infinite programming applied to basket option pricing (Q3111142): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 21:50, 3 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A novel feasible discretization method for linear semi-infinite programming applied to basket option pricing |
scientific article |
Statements
A novel feasible discretization method for linear semi-infinite programming applied to basket option pricing (English)
0 references
18 January 2012
0 references
semi-infinite programming
0 references
feasible discretization method
0 references
basket options
0 references