Pricing a class of exotic options via moments and SDP relaxations

Zervos, Mihail ORCID: 0000-0001-5194-6881, Lasserre, Jean Bernard and Prieto-Rumeau, T (2006) Pricing a class of exotic options via moments and SDP relaxations. Mathematical Finance, 16 (3). pp. 429-494. ISSN 0960-1627

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Item Type:	Article
Official URL:	http://www.blackwellpublishing.com/journal.asp?ref...
Additional Information:	© 2006 Wiley
Divisions:	Mathematics
Subjects:	H Social Sciences > HF Commerce H Social Sciences > HF Commerce > HF5601 Accounting
Date Deposited:	15 Aug 2008 15:40
Last Modified:	31 Jan 2025 06:18
URI:	http://eprints.lse.ac.uk/id/eprint/15281

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