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COMPUTING BOUNDS ON RISK-NEUTR...
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First order solutions in conic programming
Dür, Mirjam
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Jargalsaikhan, Bolor
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Still, Georg
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Mathematical methods of operations research
82
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2015
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pp. 123-142
Persistent link: https://www.econbiz.de/10011374642
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Generalized corner optimal solution for LSIP : existence and numerical computation
Liu, Yanqun
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Top : transactions in operations research
24
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2016
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1
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pp. 19-43
Persistent link: https://www.econbiz.de/10011670099
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Robust price bounds for the forward starting straddle
Hobson, David G.
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Klimmek, Martin
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Finance and stochastics
19
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2015
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pp. 189-214
Persistent link: https://www.econbiz.de/10011417160
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