Option pricing by mathematical programming† (Q5449021)

From MaRDI portal
Revision as of 17:48, 27 June 2024 by ReferenceBot (talk | contribs) (‎Changed an Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article; zbMATH DE number 5246511
Language Label Description Also known as
English
Option pricing by mathematical programming†
scientific article; zbMATH DE number 5246511

    Statements

    title
    Option pricing by mathematical programming† (English)
    0 references
    published in
    Optimization
    0 references
    publication date
    10 March 2008
    0 references
    zbMATH Keywords
    asset pricing
    0 references
    combinatorial optimization
    0 references
    totally unimodular matrices
    0 references
    author
    Sjur Didrik Flåm
    0 references

    Identifiers

    Mathematics Subject Classification ID
    91G20
    0 references
    90C05
    0 references
    90C15
    0 references
    90C27
    0 references
    zbMATH DE Number
    5246511
    0 references
    OpenAlex ID
    W1749316367
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q5449021&oldid=35041623"
    Powered by MediaWiki