2005•Unpublished venueRequires access
Bounding Option Prices of Multi-Assets: A Semidefinite Programming Approach
Deren Han, Xun Li, Defeng Sun, Jie Sun
Open publisher page 8 citations
Abstract
Pacific Journal of Optimization
Deren Han, Xun Li, Defeng Sun, Jie Sun
Abstract
Pacific Journal of Optimization
OpenAlex reports 8 citations for this work. Citation counts describe recorded attention and do not establish research quality.
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Pacific Journal of Optimization
Key concepts: Semidefinite programming, Semidefinite embedding, Bounding overwatch, Upper and lower bounds, Dimension (graph theory), Mathematics, Mathematical optimization, Sequence (biology)