List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| An integer programming model for pricing American contingent claims under transaction costs Computational Economics | 2012-06-20 | Paper |
| Expected gain-loss pricing and hedging of contingent claims in incomplete markets by linear programming European Journal of Operational Research | 2009-11-17 | Paper |
| Pricing American contingent claims by stochastic linear programming Optimization | 2009-08-13 | Paper |
| An improved probability bound for the approximate S-lemma Operations Research Letters | 2008-01-21 | Paper |
Research outcomes over time
This page was built for person: Ahmet Camcı
