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d'Aspremont, Alexandre


 SSRN Author Rank: 27,695 by Downloads
 

Princeton University - Department of Operations Research and Financial Engineering


 Princeton, NJ 08544
 United States
 email address

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. d'Aspremont, Alexandre's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
842
Total
Citations
0
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
d'Aspremont, Alexandre
Princeton University - Department of Operations Research and Financial Engineering
El Ghaoui, Laurent
University of California, Berkeley - Department of Electrical Engineering & Computer Sciences (EECS)
Jordan, Michael I.
University of California, Berkeley - Department of Electrical Engineering & Computer Sciences (EECS)
Lanckriet, Gert R.
University of California, Berkeley - Computer Science Division
Posted:
13 Jul 04
262
(65,432)
 

2.  
Static Arbitrage Bounds on Basket Option Prices | Show Abstract | Download |
Mathematics arXiv Working Paper No. math.OC/0302243
Working Paper Series
d'Aspremont, Alexandre
Princeton University - Department of Operations Research and Financial Engineering
El Ghaoui, Laurent
University of California, Berkeley - Department of Electrical Engineering & Computer Sciences (EECS)
Posted:
12 Jul 04
179
(96,379)
 

3.   Incl. Electronic Paper
d'Aspremont, Alexandre
Princeton University - Department of Operations Research and Financial Engineering
Posted:
12 Jul 04
Last Revised:
01 Jun 08
165
(103,827)
 

4.  
Interest Rate Model Calibration Using Semidefinite Programming | Show Abstract | Download |
Applied Mathematical Finance 10(3), pp. 183-213, September 2003
Accepted Paper Series
d'Aspremont, Alexandre
Princeton University - Department of Operations Research and Financial Engineering
Posted:
12 Jul 04
157
(108,633)
 

5.  
d'Aspremont, Alexandre
Princeton University - Department of Operations Research and Financial Engineering
Posted:
13 Jul 04
79
(180,834)
 


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