Pages that link to "Item:Q5455259"
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The following pages link to PRICING A CLASS OF EXOTIC OPTIONS VIA MOMENTS AND SDP RELAXATIONS (Q5455259):
Displaying 21 items.
- On distributional robust probability functions and their computations (Q297175) (← links)
- The truncated Stieltjes moment problem solved by using kernel density functions (Q442700) (← links)
- Numerical evaluation of dynamic behavior of Ornstein-Uhlenbeck processes modified by various boundaries and its application to pricing barrier options (Q631490) (← links)
- An optimization approach to weak approximation of stochastic differential equations with jumps (Q631923) (← links)
- Bounding contingent claim prices via hedging strategy with coherent risk measures (Q662867) (← links)
- No arbitrage conditions for simple trading strategies (Q666439) (← links)
- SDP relaxation of arbitrage pricing bounds based on option prices and moments (Q848736) (← links)
- A semidefinite programming approach to the generalized problem of moments (Q995783) (← links)
- Sum-of-squares for bounded rationality (Q1726345) (← links)
- Analysis of transient queues with semidefinite optimization (Q1935509) (← links)
- Semi-algebraic approximation using Christoffel-Darboux kernel (Q2067503) (← links)
- Pricing of proactive hedging European option with dynamic discrete position strategy (Q2296440) (← links)
- GpoSolver: a Matlab/C++ toolbox for global polynomial optimization (Q2815514) (← links)
- Bounding Stationary Averages of Polynomial Diffusions via Semidefinite Programming (Q2953227) (← links)
- A moment approach to bounding exotic options under regime switching (Q3145039) (← links)
- Inference Problems Involving Moment Determinacy of Distributions (Q3167827) (← links)
- A Weak Approximation of Stochastic Differential Equations with Jumps Through Tempered Polynomial Optimization (Q4906406) (← links)
- Distributionally Robust Optimization with Infinitely Constrained Ambiguity Sets (Q5129197) (← links)
- Static hedging and pricing of exotic options with payoff frames (Q5377186) (← links)
- Tighter bounds on transient moments of stochastic chemical systems (Q6182326) (← links)
- The moment-SOS hierarchy: applications and related topics (Q6598421) (← links)