Optimization Methods in Finance
DOI10.1017/9781107297340zbMath1400.91001OpenAlexW4233369492MaRDI QIDQ4577977
Cornuéjols, Gérard, Reha H. Tütüncü, Javier F. Peña
Publication date: 7 August 2018
Full work available at URL: https://doi.org/10.1017/9781107297340
Stochastic systems and control (93E99) Applications of mathematical programming (90C90) Financial applications of other theories (91G80) Derivative securities (option pricing, hedging, etc.) (91G20) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to operations research and mathematical programming (90-01) Portfolio theory (91G10) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01)
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