Sciweavers

    ORL
    2007
    46views more  ORL 2007»
    Duality in option pricing based on prices of other derivatives
    13 years 11 months ago
    Duality in option pricing based on prices of other derivatives
    Download  www.amp.i.kyoto-u.ac.jp
    We clarify a financial meaning of duality in the semi-infinite programming problem which emerges in the context of determining a derivative price range based only on the no-arbi...
    Michi Nishihara, Mutsunori Yagiura, Toshihide Ibar...
    claim paper
    Read More »
    Explore & Download
    Proceedings Preprints Top 5 Ranked Papers Publications Books Software Tutorials Presentations Lectures Notes Datasets
    Productivity Tools
    International On-screen Keyboard Graphical Social Symbols OCR Text Recognition CSS3 Style Generator Web Page to PDF Web Page to Image PDF Split PDF Merge Latex Equation Editor Sci2ools
    Document Tools
    PDF to Text PDF to Postscript PDF to Thumbnails Excel to PDF Word to PDF Postscript to PDF PowerPoint to PDF Latex to Word Repair Corrupted PDF
    Image Tools
    JPG to PS JPG to PDF Extract Images from PDF Image Converter
    Sciweavers
    About Community Cookies Privacy Policy Terms of Use

    Copyright © Sciweavers LLC, 2009-2024, USA.