Linear Optimization in C (Ω) and Portfolio Insurance
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Publication:4430671
DOI10.1080/0233193031000079829zbMath1029.90040MaRDI QIDQ4430671
Publication date: 12 October 2003
Published in: Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/0233193031000079829
90C05: Linear programming
46N10: Applications of functional analysis in optimization, convex analysis, mathematical programming, economics
46A13: Spaces defined by inductive or projective limits (LB, LF, etc.)
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Cites Work