Bounding Option Prices of Multi-Assets: A Semidefinite Programming Approach

بواسطة Han, Deren, Li, Xun, Sun, Defeng, Sun, Jie
منشور في 2021

A Fast Globally Linearly Convergent Algorithm for the Computation of Wasserstein Barycenters

بواسطة Yang, Lei, Li, Jia, Sun Defeng, Toh, Kim-Chuan
منشور في 2020