Zervos, Mihail, 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
| Item Type: | Article |
|---|---|
| Official URL: | http://www.blackwellpublishing.com/journal.asp?ref... |
| Additional Information: | © 2006 Wiley |
| Library of Congress subject classification: | H Social Sciences > HF Commerce H Social Sciences > HF Commerce > HF5601 Accounting |
| Sets: | Departments > Accounting and Finance Departments > Mathematics |
| Date Deposited: | 15 Aug 2008 15:40 |
| URL: | http://eprints.lse.ac.uk/15281/ |
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