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SPEPS » List of Authors » King, Alan J.

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King, Alan J.

4 Entries available
Volume 2004
Nr. 14
Pennanen, Teemu; King, Alan J.:
Arbitrage pricing of American contingent claims in incomplete markets - a convex optimization approach
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Volume 2003
Nr. 5
King, Alan J.; Koivu, Matti; Pennanen, Teemu:
Calibrated option bounds
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Volume 2001
Nr. 13
King, Alan J.; Korf, Lisa A.:
Martingale pricing measures in incomplete markets via stochastic programming duality in the dual of L ∞
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Volume 2001
Nr. 5
Ahmed, Shabbir; King, Alan J.; Parija, Gyana:
A multi-stage stochastic integer programming approach for capacity expansion under uncertainty
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