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