A relaxed cutting plane algorithm for solving the Vasicek-type forward interest rate model (Q2655624)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A relaxed cutting plane algorithm for solving the Vasicek-type forward interest rate model |
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A relaxed cutting plane algorithm for solving the Vasicek-type forward interest rate model (English)
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25 January 2010
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semi-infinite programming
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forward interest rate
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