A Matlab-based rapid method for computing lattice-subspaces and vector sublattices of \(\mathbb R^n\): applications in portfolio insurance (Q734849)
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scientific article; zbMATH DE number 5614833
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| English | A Matlab-based rapid method for computing lattice-subspaces and vector sublattices of \(\mathbb R^n\): applications in portfolio insurance |
scientific article; zbMATH DE number 5614833 |
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A Matlab-based rapid method for computing lattice-subspaces and vector sublattices of \(\mathbb R^n\): applications in portfolio insurance (English)
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14 October 2009
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\texttt{Matlab}
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computational methods
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portfolio insurance
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lattice-subspaces
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vector sublattices
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positive basis
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0.9230026
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0.87078226
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0.79691017
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0.79372716
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0.7883955
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0.78334993
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0.7803196
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