Publication:5392482

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zbMath1213.91001MaRDI QIDQ5392482

Søren S. Nielsen, Andrea Consiglio, Stavros A. Zenios

Publication date: 12 April 2011


zbMATH Keywords

\texttt{GAMS}; \texttt{FINLIB}; \url{http://www.gams.com/finlib}


Mathematics Subject Classification ID

91G60: Numerical methods (including Monte Carlo methods)

65K05: Numerical mathematical programming methods

90C90: Applications of mathematical programming

91-08: Computational methods for problems pertaining to game theory, economics, and finance

91-01: Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance

90-04: Software, source code, etc. for problems pertaining to operations research and mathematical programming


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