A novel feasible discretization method for linear semi-infinite programming applied to basket option pricing (Q3111142): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1080/02331934.2011.619263 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2054709617 / rank | |||
Normal rank |
Revision as of 02:10, 20 March 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