James A. Primbs. Option pricing bounds via semidefinite programming. In American Control Conference, ACC 2006, Minneapolis, MN, USA, 14-16 June, 2006. IEEE, 2006. [doi]
@inproceedings{Primbs06,
title = {Option pricing bounds via semidefinite programming},
author = {James A. Primbs},
year = {2006},
doi = {10.1109/ACC.2006.1656391},
url = {https://doi.org/10.1109/ACC.2006.1656391},
researchr = {https://researchr.org/publication/Primbs06},
cites = {0},
citedby = {0},
booktitle = {American Control Conference, ACC 2006, Minneapolis, MN, USA, 14-16 June, 2006},
publisher = {IEEE},
}