Pages that link to "Item:Q848736"
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The following pages link to SDP relaxation of arbitrage pricing bounds based on option prices and moments (Q848736):
Displaying 3 items.
- A stochastic semidefinite programming approach for bounds on option pricing under regime switching (Q285991) (← links)
- Computing arbitrage upper bounds on basket options in the presence of bid-ask spreads (Q1926944) (← links)
- Explicit hard bounding functions for boundary value problems for elliptic partial differential equations (Q2006566) (← links)