Valeriy Ryabchenko

University of Florida

PO Box 117165, 201 Stuzin Hall

Gainesville, FL 32610-0496

United States

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Pricing European Options by Numerical Replication: Quadratic Programming with Constraints

Number of pages: 35 Posted: 01 Nov 2005

Valeriy Ryabchenko, Sergey Sarykalin and Stanislav P. Uryasev

University of Florida, University of Florida and University of Florida

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