J.B. Lasserre

University of Angers - French National Center for Scientific Research (CNRS)

7 Avenue du Colonel Roche

31 077 Paris Cedex 13

France

http://www.laas.fr/~lasserre/

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Pricing a Class of Exotic Options Via Moments and Sdp Relaxations

Mathematical Finance, Vol. 16, No. 3, pp. 469-494, July 2006
Number of pages: 26 Posted: 12 Jun 2006
J.B. Lasserre, T. Prieto-Rumeau and Mihail Zervos
University of Angers - French National Center for Scientific Research (CNRS), National Distance Education University (UNED) - Faculty of Economics and King's College London - Department of Mathematics
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