Financial optimization

DOI10.1007/978-3-540-69995-8_18MaRDI QIDQ5391743zbMATH OpenOpenAlexFDO

Authors Teemu Pennanen

Publication date 7 April 2011

Published in Operations Research Proceedings (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-540-69995-8_18

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Portfolio theory (91G10) Numerical methods (including Monte Carlo methods) (91G60)

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• Introduction to convex optimization in financial markets
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Cited in

(2)

• Editorial: Optimization in finance -- OPTFIN 2012 workshop
• scientific article; zbMATH DE number 5066537 (Why is no real title available?)

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