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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A Matlab-based rapid method for computing lattice-subspaces and vector sublattices of \(\mathbb R^n\): applications in portfolio insurance
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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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