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"Pricing American Perpetual Warrants by Linear Programming."

Robert J. Vanderbei, Mustafa Ç. Pinar (2009)

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DOI: 10.1137/080728366

access: closed

type: Journal Article

metadata version: 2020-09-29

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  - journals/siamrev/VanderbeiP09
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  - https://dblp.org/rec/journals/siamrev/VanderbeiP09
Robert J. Vanderbei, Mustafa Ç. Pinar:
Pricing American Perpetual Warrants by Linear Programming. SIAM Rev. 51(4): 767-782 (2009)

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