Section: Articles Title: Spread options, Farkas's lemma and linear programming / Vladimir PiterbargAuthor: Piterbarg, Vladimir Related records: En: Risk : risk management, derivatives, structured products. - Southwick, West Sussex : Incisive Financial Publishing, 2007- = ISSN 0952-8776. - 01/08/2011 Tomo 24 Número 8 - 2011 Other categories: 7 Rights: In Copyright (InC) Referencias externas: earth MÁS INFORMACIÓN See issue detail