2 results
Gain-loss pricing under ambiguity of measure
-
- Journal:
- ESAIM: Control, Optimisation and Calculus of Variations / Volume 16 / Issue 1 / January 2010
- Published online by Cambridge University Press:
- 08 November 2008, pp. 132-147
- Print publication:
- January 2010
-
- Article
- Export citation
On semidefinite bounds for maximization of a non-convex quadratic objective over the l1 unit ball
-
- Journal:
- RAIRO - Operations Research / Volume 40 / Issue 3 / July 2006
- Published online by Cambridge University Press:
- 08 November 2006, pp. 253-265
- Print publication:
- July 2006
-
- Article
- Export citation