Pages that link to "Item:Q5449021"
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The following pages link to Option pricing by mathematical programming† (Q5449021):
Displaying 5 items.
- A new elementary geometric approach to option pricing bounds in discrete time models (Q320923) (← links)
- Lower hedging of American contingent claims with minimal surplus risk in finite-state financial markets by mixed-integer linear programming (Q496684) (← links)
- Expected gain-loss pricing and hedging of contingent claims in incomplete markets by linear programming (Q1038336) (← links)
- Arbitrage conditions for electricity markets with production and storage (Q2010377) (← links)
- Valuation and pricing of electricity delivery contracts: the producer's view (Q2327681) (← links)
