Kai Ye. Applications of semidefinite programming in finance. PhD thesis, Imperial College London, UK, 2009. [doi]
@phdthesis{ethos-11473, title = {Applications of semidefinite programming in finance}, author = {Kai Ye}, year = {2009}, url = {http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.508489}, note = {British Library, EThOS}, researchr = {https://researchr.org/publication/ethos-11473}, cites = {0}, citedby = {0}, school = {Imperial College London, UK}, }