Spread options, Farkas's lemma and linear programming

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<rdf:Description>
<dc:creator>Pterbarg, Vladimir</dc:creator>
<dc:date>2012-02-01</dc:date>
<dc:identifier>https://documentacion.fundacionmapfre.org/documentacion/publico/es/bib/136431.do</dc:identifier>
<dc:language>spa</dc:language>
<dc:rights xml:lang="es">InC - http://rightsstatements.org/vocab/InC/1.0/</dc:rights>
<dc:type xml:lang="es">Artículos y capítulos</dc:type>
<dc:title xml:lang="es">Spread options, Farkas's lemma and linear programming</dc:title>
<dc:relation xml:lang="es">En: Risk : risk management, derivatives, structured products. - Southwick, West Sussex : Incisive Financial Publishing, 2007- = ISSN 0952-8776. - 02/01/2012 Tomo 25 Número 1  - 2012 </dc:relation>
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