The following pages link to (Q3160520):
Displaying 7 items.
- Pricing European options by numerical replication: quadratic programming with constraints (Q853858) (← links)
- Option strategies with linear programming (Q1877041) (← links)
- Duality Theory, Representation Formulas and Uniqueness Results for Viscosity Solutions of Hamilton–Jacobi Equations (Q2909704) (← links)
- Bounding Option Prices by Semidefinite Programming: A Cutting Plane Algorithm (Q3114783) (← links)
- A dynamic programming approach for pricing CDS and CDS options (Q3182747) (← links)
- Function Evaluation Via Linear Programming in the Priced Information Model (Q3521917) (← links)
- On the Relation Between Option and Stock Prices: A Convex Optimization Approach (Q3635097) (← links)