Pages that link to "Item:Q3111142"
From MaRDI portal
The following pages link to A novel feasible discretization method for linear semi-infinite programming applied to basket option pricing (Q3111142):
Displayed 11 items.
- Some sufficient efficiency conditions in semiinfinite multiobjective fractional programming based on exponential type invexities (Q265127) (← links)
- On the relationship between the discrete and continuous bounding moment problems and their numerical solutions (Q271981) (← links)
- Computing lower bounds on basket option prices by discretizing semi-infinite linear programming (Q518129) (← links)
- Recent contributions to linear semi-infinite optimization (Q1680760) (← links)
- Recent contributions to linear semi-infinite optimization: an update (Q1730534) (← links)
- Membership testing for Bernoulli and tail-dependence matrices (Q1795588) (← links)
- Comments on: Stability in linear optimization and related topics. A personal tour (Q1939065) (← links)
- Duality for robust linear infinite programming problems revisited (Q2022437) (← links)
- How to solve a semi-infinite optimization problem (Q2253347) (← links)
- A moment approach to bounding exotic options under regime switching (Q3145039) (← links)
- Feasible Method for Semi-Infinite Programs (Q3461986) (← links)