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 |
| FullText | Links: – Type: pdflink Text: Availability: 0 |
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| Header | DbId: msf DbLabel: Mathematics Source An: 194590338 AccessLevel: 2 PubType: Academic Journal PubTypeId: academicJournal PreciseRelevancyScore: 0 |
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| Items | – Name: Title Label: Title Group: Ti Data: A faster SDP relaxation for two-period financial derivatives liquidation problem. – Name: Author Label: Authors Group: Au Data: <searchLink fieldCode="AR" term="%22HUANG%2C+Yin%22">HUANG, Yin</searchLink><relatesTo>1</relatesTo><br /><searchLink fieldCode="AR" term="%22LUO%2C+Hezhi%22">LUO, Hezhi</searchLink><relatesTo>2</relatesTo><i> hzluo@zstu.edu.cn</i> – Name: TitleSource Label: Source Group: Src Data: <searchLink fieldCode="JN" term="%22Operations+Research+Transactions+%2F+Yunchouxue+Xuebao%22">Operations Research Transactions / Yunchouxue Xuebao</searchLink>. Mar2026, Vol. 30 Issue 1, p108-120. 13p. |
| PLink | https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=msf&AN=194590338 |
| RecordInfo | BibRecord: BibEntity: Identifiers: – Type: doi Value: 10.15960/j.cnki.issn.1007-6093.2026.01.007 Languages: – Code: chi Text: Chinese PhysicalDescription: Pagination: PageCount: 13 StartPage: 108 Titles: – TitleFull: A faster SDP relaxation for two-period financial derivatives liquidation problem. Type: main BibRelationships: HasContributorRelationships: – PersonEntity: Name: NameFull: HUANG, Yin – PersonEntity: Name: NameFull: LUO, Hezhi IsPartOfRelationships: – BibEntity: Dates: – D: 01 M: 03 Text: Mar2026 Type: published Y: 2026 Identifiers: – Type: issn-print Value: 10076093 Numbering: – Type: volume Value: 30 – Type: issue Value: 1 Titles: – TitleFull: Operations Research Transactions / Yunchouxue Xuebao Type: main |
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