Publication:5392482

zbMath1213.91001MaRDI QIDQ5392482

Andrea Consiglio, Stavros A. Zenios, Søren S. Nielsen

Publication date: 12 April 2011

zbMATH Keywords

\texttt{GAMS}; \texttt{FINLIB}; \url{http://www.gams.com/finlib}

Mathematics Subject Classification ID

91G60: Numerical methods (including Monte Carlo methods)

65K05: Numerical mathematical programming methods

90C90: Applications of mathematical programming

91-08: Computational methods for problems pertaining to game theory, economics, and finance

91-01: Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance

90-04: Software, source code, etc. for problems pertaining to operations research and mathematical programming

Uses Software

• GAMS
• GAMS Model