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Deren Han, Xun Li, Jie Sun, and Defeng Sun, “Bounding Option Prices of Multi-Asset: A Semidefinite Programming Approach”, Pacific Journal of Optimization, 1:59-79

Release time:2023-03-14 Hits:

Translation or Not:no

Date of Publication:2005-01-01

Pre One:Deren Han, “Solving linear variational inequality problems by a self-adaptive projection method”, Applied Mathematics and Computation, 182:1765－1771

Next One:Deren Han and Hong K. Lo, “Solving variational inequality problems with linear constraints by a proximal decomposition algorithm”, Journal of Global Optimization, 28:97-113

Han Deren

Gender:Male Alma Mater:Nanjing University Main positions:院长 Other Post:教育部数学类专业教指委秘书长、中国运筹学会副理事长、中国运筹学会算法与软件应用分会理事长 Status:Employed School/Department:School of Mathematical Sciences, Beihang University Business Address:Shahe, Main Building, E310 Contact Information:10-61716726 E-Mail:

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Deren Han, Xun Li, Jie Sun, and Defeng Sun, “Bounding Option Prices of Multi-Asset: A Semidefinite Programming Approach”, Pacific Journal of Optimization, 1:59-79