Solution to the management problem for a portfolio of derived financial instruments with pledge limitations

MaRDI QIDQ2567600zbMATH OpenFDO

Authors A. S. Dolmatov, D. Yu. Golembiovskii

Publication date 11 October 2005

Published in Journal of Computer and Systems Sciences International (Search for Journal in Brave)

Mathematics Subject Classification ID

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• An optimization model for a portfolio of financial derived instruments with pledge limitations

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