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"Bounding Option Prices by Semidefinite Programming: A Cutting Plane Algorithm."

Name: dblp XML data dump
Creator: Schloss Dagstuhl - Leibniz Center for Informatics
Published: 1993
License: https://creativecommons.org/publicdomain/zero/1.0/
Keywords: dblp, XML, computer science, scholarly publications, metadata

Jun-ya Gotoh, Hiroshi Konno (2002)

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DOI: 10.1287/MNSC.48.5.665.7801

access: closed

type: Journal Article

metadata version: 2020-06-30

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Jun-ya Gotoh, Hiroshi Konno:
Bounding Option Prices by Semidefinite Programming: A Cutting Plane Algorithm. Manag. Sci. 48(5): 665-678 (2002)

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