List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| SAA method based on modified Newton method for stochastic variational inequality with second-order cone constraints and application in portfolio optimization Mathematical Methods of Operations Research | 2016-10-20 | Paper |
| Constrained nonconvex nonsmooth optimization via proximal bundle method Journal of Optimization Theory and Applications | 2014-12-12 | Paper |
| The linear-congruential-algorithm based lattice method in Asian option pricing | 2011-02-05 | Paper |
Research outcomes over time
This page was built for person: Xue-Fei Ma
