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    Roy H. Kwon, Jonathan Y. Li, A stochastic semidefinite programming approach for bounds on option pricing under regime switching, Annals of Operations Research, 2014,

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    Vishal Gaur, Sridhar Seshadri, Marti G. Subrahmanyam, Securitization and Real Investment in Incomplete Markets, Management Science, 2011, 57, 12, 2180

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    George M. Constantinides, Jens Carsten Jackwerth, Stylianos Perrakis, Financial Engineering, 2007,

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    John Board, Charles Sutcliffe, William T. Ziemba, Applying Operations Research Techniques to Financial Markets, Interfaces, 2003, 33, 2, 12

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    Stefan Wörner, Boryana Racheva-Iotova, Stoyan Stoyanov, Modeling and Control of Economic Systems 2001, 2003,

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    Jun-ya Gotoh, Hiroshi Konno, Bounding Option Prices by Semidefinite Programming: A Cutting Plane Algorithm, Management Science, 2002, 48, 5, 665

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    Roger P. Bey, Larry J. Johnson, Valuation of Executive Stock Options, Managerial Finance, 1995, 21, 10, 9

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    PETER H. RITCHKEN, SHYANJAW KUO, Option Bounds with Finite Revision Opportunities, The Journal of Finance, 1988, 43, 2