A novel feasible discretization method for linear semi-infinite programming applied to basket option pricing (Q3111142): Difference between revisions
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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 |
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A novel feasible discretization method for linear semi-infinite programming applied to basket option pricing (English)
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18 January 2012
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semi-infinite programming
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feasible discretization method
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basket options
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