Numerical methods and optimization in finance
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Applications of mathematical programming (90C90) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01) Software, source code, etc. for problems pertaining to game theory, economics, and finance (91-04) Numerical methods (including Monte Carlo methods) (91G60)
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- Consistency issues for numerical methods for variance control, with applications to optimization in finance
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