Introduction to convex optimization in financial markets
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Publication:715237
DOI10.1007/s10107-012-0573-4zbMath1254.91766MaRDI QIDQ715237
Publication date: 2 November 2012
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: http://edoc.hu-berlin.de/18452/9079
90C25: Convex programming
91G80: Financial applications of other theories
91G20: Derivative securities (option pricing, hedging, etc.)
91G40: Credit risk
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