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 |
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