Computing optimal recovery policies for financial markets

DOI10.1287/OPRE.1120.1112zbMATH Open1262.91144OpenAlexW2133601165MaRDI QIDQ4909109FDOQ4909109

Authors: Fred Espen Benth, Geir Dahl, Carlo Mannino 

Publication date: 12 March 2013

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

Full work available at URL: http://www.dis.uniroma1.it/~bibdis/RePEc/aeg/wpaper/2010-20.pdf

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zbMATH Keywords

bilevel programmingfinancial modelsdiscrete optimizationMarkov random field

Mathematics Subject Classification ID

Auctions, bargaining, bidding and selling, and other market models (91B26) Corporate finance (dividends, real options, etc.) (91G50)

Cited In (1)

• Carbon pricing initiatives-based bi-level pollution routing problem

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