A moment approach to bounding exotic options under regime switching (Q3145039): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A moment approach to bounding exotic options under regime switching |
scientific article |
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A moment approach to bounding exotic options under regime switching (English)
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13 December 2012
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exotic options
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regime switching
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moment approach
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semidefinite programming
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