A successive SDP-NSDP approach to a robust optimization problem in finance (Q2655406): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Changed an Item |
||
| Property / describes a project that uses | |||
| Property / describes a project that uses: CVX / rank | |||
Normal rank | |||
Revision as of 12:48, 29 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A successive SDP-NSDP approach to a robust optimization problem in finance |
scientific article |
Statements
A successive SDP-NSDP approach to a robust optimization problem in finance (English)
0 references
25 January 2010
0 references
static hedging
0 references
barrier options
0 references
eigenvalue minimization
0 references
