A stochastic semidefinite programming approach for bounds on option pricing under regime switching
Crossref DOI link: https://doi.org/10.1007/s10479-014-1651-1
Published Online: 2014-06-13
Published Print: 2016-02
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Kwon, Roy H.
Li, Jonathan Y.
Text and Data Mining valid from 2014-06-13