A Matlab-based rapid method for computing lattice-subspaces and vector sublattices of R^n: applications in portfolio insurance

DOI10.1016/J.AMC.2009.06.018MaRDI QIDQ734849zbMATH OpenOpenAlexFDO

Authors Vasilios N. Katsikis

Publication date 14 October 2009

Published in Lua error in package.lua at line 80: module 'SPARQL' not found. (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.amc.2009.06.018

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