Pages that link to "Item:Q715237"
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The following pages link to Introduction to convex optimization in financial markets (Q715237):
Displaying 9 items.
- Forward-partial inverse-forward splitting for solving monotone inclusions (Q493060) (← links)
- Management of a hydropower system via convex duality (Q1731594) (← links)
- Arbitrage conditions for electricity markets with production and storage (Q2010377) (← links)
- Log-optimal and rapid paths in von Neumann-Gale dynamical systems (Q2326016) (← links)
- Valuation and pricing of electricity delivery contracts: the producer's view (Q2327681) (← links)
- A convex duality approach for pricing contingent claims under partial information and short selling constraints (Q2974045) (← links)
- PRICING INDEX OPTIONS BY STATIC HEDGING UNDER FINITE LIQUIDITY (Q4686508) (← links)
- Classifying financial markets up to isomorphism (Q5161081) (← links)
- Forward-Douglas–Rachford splitting and forward-partial inverse method for solving monotone inclusions (Q5248235) (← links)