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
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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