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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Revisiting Semidefinite Programming Approaches to Options Pricing: Complexity and Computational Perspectives
scientific article; zbMATH DE number 7810233

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    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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