Optimization Methods in Finance
From MaRDI portal
Publication:3431225
DOI10.1017/CBO9780511753886zbMath1117.91031MaRDI QIDQ3431225
Reha H. Tütüncü, Cornuéjols, Gérard
Publication date: 5 April 2007
93E99: Stochastic systems and control
90C90: Applications of mathematical programming
91G80: Financial applications of other theories
91G20: Derivative securities (option pricing, hedging, etc.)
90-01: Introductory exposition (textbooks, tutorial papers, etc.) pertaining to operations research and mathematical programming
91G10: Portfolio theory
91-01: Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance
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