✦ LIBER ✦

SDP Relaxation of Arbitrage Pricing Bounds Based on

✍ Scribed by J. A. Primbs

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

SDP Relaxation of Arbitrage Pricing Boun

✍ J. A. Primbs 📂 Article 📅 2009 🏛 Springer 🌐 English ⚖ 743 KB

Static arbitrage bounds on basket option

✍ Alexandre d'Aspremont; Laurent El Ghaoui 📂 Article 📅 2005 🏛 Springer-Verlag 🌐 English ⚖ 233 KB

On tests of the arbitrage pricing theory

✍ G. Franke 📂 Article 📅 1984 🏛 Springer 🌐 German ⚖ 807 KB

Branch and bound with estimation based o

✍ Bjørn Nygreen 📂 Article 📅 1991 🏛 Springer-Verlag 🌐 English ⚖ 560 KB

Arbitrage theory: Introductory lectures

✍ Gordon Sick; William T. Ziemba 📂 Article 📅 1986 🏛 Elsevier Science 🌐 English ⚖ 181 KB

Duality in option pricing based on price

✍ Michi Nishihara; Mutsunori Yagiura; Toshihide Ibaraki 📂 Article 📅 2007 🏛 Elsevier Science 🌐 English ⚖ 149 KB