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About this Computer Science article
A Novel Feasible Discretization Method for Linear Semi-infinite Programming Applied to Basket Option Pricing by Daum, Sebastian; Werner, Ralf is a Computer Science article available to read on EtoBox.
It is typically read by researchers, students, and practitioners in Computer Science.
- Author
- Daum, Sebastian; Werner, Ralf
- Publisher
- Taylor and Francis Group; Informa UK (Taylor & Francis); Taylor & Francis; Informa UK Limited (ISSN 0233-1934)
- Published
- 2011
- Field
- Computer Science (Physical Sciences)