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An interval branch and bound algorithm for global optimization of a multiperiod pricing model - MaRDI portal

An interval branch and bound algorithm for global optimization of a multiperiod pricing model (Q1894738)

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scientific article; zbMATH DE number 778508
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An interval branch and bound algorithm for global optimization of a multiperiod pricing model
scientific article; zbMATH DE number 778508

    Statements

    An interval branch and bound algorithm for global optimization of a multiperiod pricing model (English)
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    24 July 1995
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    multiperiod pricing model
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    copyable products
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    branch-and-bound
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    Identifiers