Author: D'Aspremont A.
Publisher: Routledge Ltd
ISSN: 1466-4313
Source: Applied Mathematical Finance, Vol.10, Iss.3, 2003-09, pp. : 183-213
Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.
Abstract
Related content
Calibration of stochastic models for interest rate derivatives
Optimization, Vol. 58, Iss. 3, 2009-04 ,pp. :
Embedding methods for semidefinite programming
Optimization Methods and Software, Vol. 27, Iss. 3, 2012-06 ,pp. :