Revisiting Semidefinite Programming Approaches to Options Pricing: Complexity and Computational Perspectives (Q6203369)
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scientific article; zbMATH DE number 7810233
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| English | Revisiting Semidefinite Programming Approaches to Options Pricing: Complexity and Computational Perspectives |
scientific article; zbMATH DE number 7810233 |
Statements
Revisiting Semidefinite Programming Approaches to Options Pricing: Complexity and Computational Perspectives (English)
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28 February 2024
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semidefinite programming
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options pricing
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moment-SOS hierarchy
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0.8575581312179565
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0.8356319069862366
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0.8275575041770935
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0.8091329336166382
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