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.
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
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DbLabel: Mathematics Source
An: 194590338
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  Data: A faster SDP relaxation for two-period financial derivatives liquidation problem.
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  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>
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  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
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      – Type: doi
        Value: 10.15960/j.cnki.issn.1007-6093.2026.01.007
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      – Code: chi
        Text: Chinese
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        PageCount: 13
        StartPage: 108
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      – TitleFull: A faster SDP relaxation for two-period financial derivatives liquidation problem.
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            NameFull: HUANG, Yin
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            – D: 01
              M: 03
              Text: Mar2026
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              Y: 2026
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