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

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Latest revision as of 10:33, 2 July 2024

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A relaxed cutting plane algorithm for solving the Vasicek-type forward interest rate model
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    A relaxed cutting plane algorithm for solving the Vasicek-type forward interest rate model (English)
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    25 January 2010
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    semi-infinite programming
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    forward interest rate
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