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SPIN GLASSES IN THE TRADING BOOK - MaRDI portal

SPIN GLASSES IN THE TRADING BOOK (Q4522660)

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scientific article; zbMATH DE number 1548409
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English
SPIN GLASSES IN THE TRADING BOOK
scientific article; zbMATH DE number 1548409

    Statements

    title
    SPIN GLASSES IN THE TRADING BOOK (English)
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    author
    Imre Kondor
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    publication date
    5 July 2001
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    zbMATH Keywords
    capital adequacy
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    portfolios
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    nonlinear constraints
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    spin glasses
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    Identifiers

    zbMATH DE Number
    1548409
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