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Revisiting Semidefinite Programming Approaches to Options Pricing: Complexity and Computational Perspectives - MaRDI portal

Revisiting Semidefinite Programming Approaches to Options Pricing: Complexity and Computational Perspectives (Q6203369)

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scientific article; zbMATH DE number 7810233
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English
Revisiting Semidefinite Programming Approaches to Options Pricing: Complexity and Computational Perspectives
scientific article; zbMATH DE number 7810233

    Statements

    title
    Revisiting Semidefinite Programming Approaches to Options Pricing: Complexity and Computational Perspectives (English)
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    publication date
    28 February 2024
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    zbMATH Keywords
    semidefinite programming
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    options pricing
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    moment-SOS hierarchy
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    Identifiers

    arXiv ID
    2111.07701
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    zbMATH DE Number
    7810233
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