검색결과 : 3건
| No. | Article |
|---|---|
| 1 |
Non-linear pricing by convex duality Pinar MC Automatica, 53, 369, 2015 |
| 2 |
Discrete-Time Pricing and Optimal Exercise of American Perpetual Warrants in the Geometric Random Walk Model Vanderbei RJ, Pinar MC, Bozkaya EB Applied Mathematics and Optimization, 67(1), 97, 2013 |
| 3 |
Sharpe-ratio pricing and hedging of contingent claims in incomplete markets by convex programming Pinar MC Automatica, 44(8), 2063, 2008 |