Pages that link to "Item:Q1936793"
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The following pages link to Mixed-integer second-order cone programming for lower hedging of American contingent claims in incomplete markets (Q1936793):
Displayed 4 items.
- Rational polyhedral outer-approximations of the second-order cone (Q2042079) (← links)
- Convexification of Queueing Formulas by Mixed-Integer Second-Order Cone Programming: An Application to a Discrete Location Problem with Congestion (Q5058005) (← links)
- Smoothing and Regularization for Mixed-Integer Second-Order Cone Programming with Applications in Portfolio Optimization (Q5172959) (← links)
- On Subadditive Duality for Conic Mixed-integer Programs (Q5234281) (← links)