Bounding Option Prices of Multi-Assets: A Semidefinite Programming Approach
Pacific Journal of Optimization
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| Main Authors: | , , , |
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| Other Authors: | |
| Format: | Article |
| Published: |
Yokohama Publishers, Inc
2021
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| Online Access: | https://scholarbank.nus.edu.sg/handle/10635/191981 |
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| Institution: | National University of Singapore |