Some finance problems solved with nonsmooth optimization techniques (Q597156)
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scientific article; zbMATH DE number 2082519
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Some finance problems solved with nonsmooth optimization techniques |
scientific article; zbMATH DE number 2082519 |
Statements
Some finance problems solved with nonsmooth optimization techniques (English)
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6 August 2004
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Nonsmooth optimization
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utility maximization
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transaction costs
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bond duration
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general term structure changes
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