A relaxed cutting plane algorithm for solving the Vasicek-type forward interest rate model (Q2655624): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
ReferenceBot (talk | contribs)
Changed an Item
 
(2 intermediate revisions by 2 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/j.ejor.2009.09.012 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2019142724 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A practical guide to splines / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Theory of the Term Structure of Interest Rates / rank
 
Normal rank
Property / cites work
 
Property / cites work: Simulated Moments Estimation of Markov Models of Asset Prices / rank
 
Normal rank
Property / cites work
 
Property / cites work: On estimating the diffusion coefficient from discrete observations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3858016 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Numerical treatment of a class of semi‐infinite programming problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5183287 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3336266 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Semi-Infinite Programming: Theory, Methods, and Applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4002114 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4794086 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Smoothing by spline functions. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Numerical treatment of an asset price model with non-stochastic uncertainty. (With comments and rejoinder). / rank
 
Normal rank
Property / cites work
 
Property / cites work: A cutting-plane method for quadratic semi infinite programming problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2757049 / rank
 
Normal rank
Property / cites work
 
Property / cites work: An equilibrium characterization of the term structure / rank
 
Normal rank

Latest revision as of 09:33, 2 July 2024

scientific article
Language Label Description Also known as
English
A relaxed cutting plane algorithm for solving the Vasicek-type forward interest rate model
scientific article

    Statements

    Identifiers