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

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

Bibliographic Details
Main Authors:	Han, D., Li, X., Sun, D., Sun, Jie
Format:	Journal Article
Published:	Yokohama Publishers 2005
Online Access:	http://hdl.handle.net/20.500.11937/6720

Internet

http://hdl.handle.net/20.500.11937/6720