A successive SDP-NSDP approach to a robust optimization problem in finance (Q2655406): Difference between revisions
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Revision as of 08:59, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A successive SDP-NSDP approach to a robust optimization problem in finance |
scientific article |
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A successive SDP-NSDP approach to a robust optimization problem in finance (English)
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25 January 2010
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static hedging
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barrier options
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eigenvalue minimization
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