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Computing lower bounds on basket option prices by discretizing semi-infinite linear programming Cho, Hyunseok; Kim, Kyoung-Kuk; Lee, Kyungsik, OPTIMIZATION LETTERS, v.10, no.8, pp.1629 - 1644, 2016-12 |
Static and dynamic hedging of multi-asset options = 다자산 옵션의 정적 및 동적 헤징에 관한 연구link Cho, Hyunseok; 조현석; et al, 한국과학기술원, 2016 |
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