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Pricing a class of exotic options via moments and SDP relaxations

By Mihail Zervos, Jean Bernard Lasserre and T Prieto-Rumeau
Topics: HF Commerce, HF5601 Accounting
Publisher: Wiley-Blackwell Publishing
Year: 2006
DOI identifier: 10.1111/j.1467-9965.2006.00279.x
OAI identifier: oai:eprints.lse.ac.uk:15281
Provided by: LSE Research Online
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