A moment approach to bounding exotic options under regime switching (Q3145039)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A moment approach to bounding exotic options under regime switching |
scientific article |
Statements
A moment approach to bounding exotic options under regime switching (English)
0 references
13 December 2012
0 references
exotic options
0 references
regime switching
0 references
moment approach
0 references
semidefinite programming
0 references
0 references
0 references
