Pages that link to "Item:Q518129"
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The following pages link to Computing lower bounds on basket option prices by discretizing semi-infinite linear programming (Q518129):
Displaying 8 items.
- Recent contributions to linear semi-infinite optimization: an update (Q1730534) (← links)
- Computing arbitrage upper bounds on basket options in the presence of bid-ask spreads (Q1926944) (← links)
- Duality for robust linear infinite programming problems revisited (Q2022437) (← links)
- Static arbitrage bounds on basket option prices (Q2492673) (← links)
- Computing general static-arbitrage bounds for European basket options via Dantzig-Wolfe decomposition (Q2865856) (← links)
- Bounding Option Prices by Semidefinite Programming: A Cutting Plane Algorithm (Q3114783) (← links)
- Sharp Upper and Lower Bounds for Basket Options (Q5700151) (← links)
- On the convergence of efficient solutions to semi-infinite set-optimization problems (Q6621978) (← links)