BibTeX record journals/mp/dAspremontG06

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@article{DBLP:journals/mp/dAspremontG06,
  author       = {Alexandre d'Aspremont and
                  Laurent El Ghaoui},
  title        = {Static arbitrage bounds on basket option prices},
  journal      = {Math. Program.},
  volume       = {106},
  number       = {3},
  pages        = {467--489},
  year         = {2006},
  url          = {https://doi.org/10.1007/s10107-005-0642-z},
  doi          = {10.1007/S10107-005-0642-Z},
  timestamp    = {Sat, 27 May 2017 14:25:33 +0200},
  biburl       = {https://dblp.org/rec/journals/mp/dAspremontG06.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
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