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Pricing a class of exotic options via moments and SDP relaxations

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

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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
Rights: http://www.lse.ac.uk/library/usingTheLibrary/academicSupport/OA/depositYourResearch.aspx
Date Deposited: 15 Aug 2008 15:40
URL: http://eprints.lse.ac.uk/15281/

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