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Ekeland's ε-variational princi...
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Approximate arbitrage-free option pricing under the SABR model
Yang, Nian
;
Chen, Nan
;
Liu, Yanchu
;
Wan, Xiangwei
- In:
Journal of economic dynamics & control
83
(
2017
),
pp. 198-214
Persistent link: https://www.econbiz.de/10011915586
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42
Sum-of-squares representations for copositive matrices and independent sets in graphs
Vargas, Luis
-
2023
Persistent link: https://www.econbiz.de/10014415979
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43
Set relations via families of scalar functions and approximate solutions in set optimization
Crespi, Giovanni Paolo
;
Hamel, Andreas
;
Rocca, Matteo
; …
- In:
Mathematics of operations research
46
(
2021
)
1
,
pp. 361-381
Persistent link: https://www.econbiz.de/10012498199
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