A Matlab-based rapid method for computing lattice-subspaces and vector sublattices of \(\mathbb R^n\): applications in portfolio insurance (Q734849): Difference between revisions
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Latest revision as of 02:30, 10 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Matlab-based rapid method for computing lattice-subspaces and vector sublattices of \(\mathbb R^n\): applications in portfolio insurance |
scientific article |
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A Matlab-based rapid method for computing lattice-subspaces and vector sublattices of \(\mathbb R^n\): applications in portfolio insurance (English)
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14 October 2009
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\texttt{Matlab}
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computational methods
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portfolio insurance
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lattice-subspaces
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vector sublattices
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positive basis
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