Xavier Saynac

Publication Activity (10 Years)

Years Active: 2010-2010
Publications (10 Years): 0

Publications

Javier Peña, Xavier Saynac, Juan Carlos Vera, Luis Fernando Zuluaga
Computing general static-arbitrage bounds for European basket options via Dantzig-Wolfe decomposition. Algorithmic Oper. Res. 5 (2) (2010)