A faster SDP relaxation for two-period financial derivatives liquidation problem.
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| Title: | A faster SDP relaxation for two-period financial derivatives liquidation problem. |
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| Authors: | HUANG, Yin1, LUO, Hezhi2 hzluo@zstu.edu.cn |
| Source: | Operations Research Transactions / Yunchouxue Xuebao. Mar2026, Vol. 30 Issue 1, p108-120. 13p. |
| Database: | Mathematics Source |
| ISSN: | 10076093 |
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| DOI: | 10.15960/j.cnki.issn.1007-6093.2026.01.007 |
