DOI10.1007/s11081-020-09594-9zbMath1485.91229MaRDI QIDQ2138311
Juan Carlos Vera, Javier Pantoja Robayo
Publication date: 11 May 2022 Published in: Optimization and Engineering (Search for Journal in Brave) Full work available at URL: https://doi.org/10.1007/s11081-020-09594-9
Mathematics Subject Classification ID
90C20: Quadratic programming
91G20: Derivative securities (option pricing, hedging, etc.)
