Variable neighbourhood search for financial derivative problem

DOI10.2298/YJOR180515016LzbMath1474.91197MaRDI QIDQ3388442

Nenad Mladenović, Cormac Lucas, Nareyus I Lawrance Amaldass

Publication date: 5 May 2021

Published in: Yugoslav Journal of Operations Research (Search for Journal in Brave)

zbMATH Keywords

metaheuristics; equity; variable neighborhood search; contract for difference; goal programming problem

Mathematics Subject Classification ID

90C29: Multi-objective and goal programming

90C59: Approximation methods and heuristics in mathematical programming

90C27: Combinatorial optimization

91G15: Financial markets