Formulation and solution strategies for nonparametric nonlinear stochastic programmes with an application in finance (Q3577836)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Formulation and solution strategies for nonparametric nonlinear stochastic programmes with an application in finance
scientific article

    Statements

    Formulation and solution strategies for nonparametric nonlinear stochastic programmes with an application in finance (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    26 July 2010
    0 references
    0 references
    sample average approximation
    0 references
    nonparametric estimation
    0 references
    discrete choice
    0 references
    FX market
    0 references
    0 references
    0 references