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

Pacific Journal of Optimization

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Main Authors:	Han, Deren, Li, Xun, Sun, Defeng, Sun, Jie
Other Authors:	DEAN'S OFFICE (SSH SCH OF PUBLIC HEALTH)
Format:	Article
Published:	Yokohama Publishers, Inc 2021
Online Access:	https://scholarbank.nus.edu.sg/handle/10635/191981
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Institution:	National University of Singapore

id	sg-nus-scholar.10635-191981
record_format	dspace
spelling	sg-nus-scholar.10635-1919812021-06-11T13:11:15Z Bounding Option Prices of Multi-Assets: A Semidefinite Programming Approach Han, Deren Li, Xun Sun, Defeng Sun, Jie DEAN'S OFFICE (SSH SCH OF PUBLIC HEALTH) Pacific Journal of Optimization 1 59-79 Japan 2021-06-11T10:40:20Z 2021-06-11T10:40:20Z 2005 2021-06-07T09:49:18Z Article Han, Deren, Li, Xun, Sun, Defeng, Sun, Jie (2005). Bounding Option Prices of Multi-Assets: A Semidefinite Programming Approach. Pacific Journal of Optimization 1 : 59-79. ScholarBank@NUS Repository. 1348-9151 https://scholarbank.nus.edu.sg/handle/10635/191981 Yokohama Publishers, Inc Elements
institution	National University of Singapore
building	NUS Library
continent	Asia
country	Singapore Singapore
content_provider	NUS Library
collection	ScholarBank@NUS
description	Pacific Journal of Optimization
author2	DEAN'S OFFICE (SSH SCH OF PUBLIC HEALTH)
author_facet	DEAN'S OFFICE (SSH SCH OF PUBLIC HEALTH) Han, Deren Li, Xun Sun, Defeng Sun, Jie
format	Article
author	Han, Deren Li, Xun Sun, Defeng Sun, Jie
spellingShingle	Han, Deren Li, Xun Sun, Defeng Sun, Jie Bounding Option Prices of Multi-Assets: A Semidefinite Programming Approach
author_sort	Han, Deren
title	Bounding Option Prices of Multi-Assets: A Semidefinite Programming Approach
title_short	Bounding Option Prices of Multi-Assets: A Semidefinite Programming Approach
title_full	Bounding Option Prices of Multi-Assets: A Semidefinite Programming Approach
title_fullStr	Bounding Option Prices of Multi-Assets: A Semidefinite Programming Approach
title_full_unstemmed	Bounding Option Prices of Multi-Assets: A Semidefinite Programming Approach
title_sort	bounding option prices of multi-assets: a semidefinite programming approach
publisher	Yokohama Publishers, Inc
publishDate	2021
url	https://scholarbank.nus.edu.sg/handle/10635/191981
_version_	1702431068792029184

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

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