Financial Optimization
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Publication:5391743
DOI10.1007/978-3-540-69995-8_18zbMath1209.91170OpenAlexW4236145652MaRDI QIDQ5391743
Publication date: 7 April 2011
Published in: Operations Research Proceedings (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-540-69995-8_18
Numerical methods (including Monte Carlo methods) (91G60) Numerical optimization and variational techniques (65K10) Portfolio theory (91G10)