T. Prieto-Rumeau

National Distance Education University (UNED) - Faculty of Economics

Calle Senda del Rey, 11

28040 Madrid

Spain

http://www.seio.es/test/Archivos/t141/Test141prieto.pdf

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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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