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

Han, D.; Li, X.; Sun, D.; Sun, Jie

Access Status

Fulltext not available

Authors

Han, D.

Li, X.

Sun, D.

Sun, Jie

Date

2005

Type

Journal Article

Metadata

Show full item record

Citation

Han, D. and Li, X. and Sun, D. and Sun, J. 2005. Bounding Option Prices of Multi-Assets: A Semidefinite Programming Approach. Pacific Journal of Optimization. 1: pp. 59-79.

Source Title

Pacific Journal of Optimization