Bounding Option Prices by Semidefinite Programming: A Cutting Plane Algorithm (Q3114783)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bounding Option Prices by Semidefinite Programming: A Cutting Plane Algorithm |
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Bounding Option Prices by Semidefinite Programming: A Cutting Plane Algorithm (English)
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19 February 2012
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bounds on option prices
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semidefinite programming
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problem cutting
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plane algorithm
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