Bounding Option Prices of Multi-Assets: A Semidefinite Programming Approach
| dc.contributor.author | Han, D. | |
| dc.contributor.author | Li, X. | |
| dc.contributor.author | Sun, D. | |
| dc.contributor.author | Sun, Jie | |
| dc.date.accessioned | 2017-01-30T10:54:52Z | |
| dc.date.available | 2017-01-30T10:54:52Z | |
| dc.date.created | 2015-09-29T01:51:53Z | |
| dc.date.issued | 2005 | |
| dc.identifier.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. | |
| dc.identifier.uri | http://hdl.handle.net/20.500.11937/6720 | |
| dc.publisher | Yokohama Publishers | |
| dc.title | Bounding Option Prices of Multi-Assets: A Semidefinite Programming Approach | |
| dc.type | Journal Article | |
| dcterms.source.volume | 1 | |
| dcterms.source.startPage | 59 | |
| dcterms.source.endPage | 79 | |
| dcterms.source.issn | 1348-9151 | |
| dcterms.source.title | Pacific Journal of Optimization | |
| curtin.accessStatus | Fulltext not available |