Pricing a class of exotic options via moments and SDP relaxations
- Lasserre, J.B.
- Prieto-Rumeau, T.
- Zervos, M.
ISSN: 0960-1627, 1467-9965
Année de publication: 2006
Volumen: 16
Número: 3
Pages: 469-494
Type: Article
Revue:
Mathematical Finance