✦ LIBER ✦

PRICING A CLASS OF EXOTIC OPTIONS VIA MOMENTS AND SDP RELAXATIONS

✍ Scribed by J. B. Lasserre; T. Prieto-Rumeau; M. Zervos

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Risk Minimizing Option Pricing for a Cla

✍ Basak, Gopal K.; Ghosh, Mrinal K.; Goswami, Anindya 📂 Article 📅 2011 🏛 Taylor and Francis Group 🌐 English ⚖ 449 KB

A transform approach to compute prices a

✍ Jeannin, Marc; Pistorius, Martijn 📂 Article 📅 2010 🏛 Taylor and Francis Group 🌐 English ⚖ 316 KB