PRICING A CLASS OF EXOTIC OPTIONS VIA MOMENTS AND SDP RELAXATIONS (Q5455259)

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scientific article; zbMATH DE number 5258206
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English
PRICING A CLASS OF EXOTIC OPTIONS VIA MOMENTS AND SDP RELAXATIONS
scientific article; zbMATH DE number 5258206

    Statements

    title
    PRICING A CLASS OF EXOTIC OPTIONS VIA MOMENTS AND SDP RELAXATIONS (English)
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    publication date
    3 April 2008
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    describes a project that uses
    SeDuMi
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    GloptiPoly
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    Identifiers

    Mathematics Subject Classification ID
    91B28
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    62E10
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    62P05
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    65C30
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    zbMATH DE Number
    5258206
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    OpenAlex ID
    W2134489088
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