PRICING A CLASS OF EXOTIC OPTIONS VIA MOMENTS AND SDP RELAXATIONS

By Jean B. Lasserre, Tomás Prieto-Rumeau, Mihail Zervos. 2006

74 citations recorded by the source corpus.

Subfields: Finance, Management Science and Operations Research, Numerical Analysis

View Paper: https://www.semanticscholar.org/paper/be0eff2b75e46c46b5ed88ca020e35d1c0a35679