✦ LIBER ✦

A stochastic semidefinite programming approach for bounds on option pricing under regime switching

✍ Scribed by Kwon, Roy H.; Li, Jonathan Y.

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

A reduced lattice model for option prici

✍ Massimo Costabile, Arturo Leccadito… 📂 Article 📅 2013 🏛 Springer US 🌐 English ⚖ 581 KB

A moment approach to bounding exotic opt

✍ Li, Jonathan Y.; Kim, Michael Jong; Kwon, Roy H. 📂 Article 📅 2012 🏛 Taylor and Francis Group 🌐 English ⚖ 187 KB

Stochastic Optimization Algorithms for P

✍ G. Yin; J. W. Wang; Q. Zhang; Y. J. Liu 📂 Article 📅 2006 🏛 Springer 🌐 English ⚖ 245 KB

A new approach for option pricing under

✍ Peter Carr; Jian Sun 📂 Article 📅 2007 🏛 Springer US 🌐 English ⚖ 555 KB

A Robust Numerical Scheme For Pricing Am

✍ Zhang, K.; Teo, K. L.; Swartz, M. 📂 Article 📅 2013 🏛 Springer US 🌐 English ⚖ 291 KB

An Approach for Strategic Supply Chain P

✍ A. Alonso-Ayuso; L.F. Escudero; A. Garín; M.T. Ortuño; G. Pérez 📂 Article 📅 2003 🏛 Springer US 🌐 English ⚖ 273 KB