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Pricing and hedging derivative securities in incomplete markets : an [epsilon]-arbitrage approach
Bertsimas, Dimitris; Kogan, Leonid; Lo, Andrew W. - 1997
Persistent link: https://www.econbiz.de/10000646551
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Moment problems via semidefinite programming : applications in probability and finance
Popescu, Ioana; Bertsimas, Dimitris - 2000
Persistent link: https://www.econbiz.de/10001497375
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Restless bandits, linear programming relaxations and a primal-dual index heuristic
Bertsimas, Dimitris (contributor);  … - 1998 - Rev
Persistent link: https://www.econbiz.de/10000989311