Index Mutual Fund Replication
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Publication:3055537
DOI10.1007/978-3-642-13950-5_7zbMath1198.91245OpenAlexW2167649565MaRDI QIDQ3055537
Jin Zhang, Dietmar G. Maringer
Publication date: 8 November 2010
Published in: Natural Computing in Computational Finance (Search for Journal in Brave)
Full work available at URL: http://comisef.eu/files/wps035.pdf
Numerical methods (including Monte Carlo methods) (91G60) Statistical methods; risk measures (91G70) Approximation methods and heuristics in mathematical programming (90C59) Computational methods for problems pertaining to game theory, economics, and finance (91-08)
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