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Optimization Methods in Finance - MaRDI portal

Optimization Methods in Finance (Q3431225)

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Optimization Methods in Finance
scientific article

    Statements

    title
    Optimization Methods in Finance (English)
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    author
    Cornuéjols, Gérard
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    Reha H. Tütüncü
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    publication date
    5 April 2007
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    zbMATH Keywords
    optimization models
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    computational finance
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    asset allocation
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    option pricing
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    model calibration
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    Identifiers

    Mathematics Subject Classification ID
    91-01
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    90-01
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    90C90
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    91G10
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    91G20
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    91G80
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    93E99
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    zbMATH DE Number
    5140899
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