Bounding Option Prices of Multi-Assets: A Semidefinite Programming Approach
| Main Authors: | , , , |
|---|---|
| Format: | Journal Article |
| Published: |
Yokohama Publishers
2005
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| Online Access: | http://hdl.handle.net/20.500.11937/6720 |
| _version_ | 1848745158437240832 |
|---|---|
| author | Han, D. Li, X. Sun, D. Sun, Jie |
| author_facet | Han, D. Li, X. Sun, D. Sun, Jie |
| author_sort | Han, D. |
| building | Curtin Institutional Repository |
| collection | Online Access |
| first_indexed | 2025-11-14T06:12:55Z |
| format | Journal Article |
| id | curtin-20.500.11937-6720 |
| institution | Curtin University Malaysia |
| institution_category | Local University |
| last_indexed | 2025-11-14T06:12:55Z |
| publishDate | 2005 |
| publisher | Yokohama Publishers |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | curtin-20.500.11937-67202018-12-14T00:46:56Z Bounding Option Prices of Multi-Assets: A Semidefinite Programming Approach Han, D. Li, X. Sun, D. Sun, Jie 2005 Journal Article http://hdl.handle.net/20.500.11937/6720 Yokohama Publishers restricted |
| spellingShingle | Han, D. Li, X. Sun, D. Sun, Jie Bounding Option Prices of Multi-Assets: A Semidefinite Programming Approach |
| title | 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_short | Bounding Option Prices of Multi-Assets: A Semidefinite Programming Approach |
| title_sort | bounding option prices of multi-assets: a semidefinite programming approach |
| url | http://hdl.handle.net/20.500.11937/6720 |