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Xavier Saynac

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2010
[j1]
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  - electronic edition @ unb.ca (open access)
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  - journals/aor/PenaSVZ10
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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): 65-74 (2010)

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