scientific article; zbMATH DE number 2107185

zbMath1068.91038MaRDI QIDQ4821321

Steven Roman

Publication date: 12 October 2004

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

financial mathematics

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01)

Related Items (7)

A hybrid FR-DY conjugate gradient algorithm for unconstrained optimization with application in portfolio selection ⋮ Unnamed Item ⋮ Convex analysis in financial mathematics ⋮ Entropy Maximization in Finance ⋮ Geometry of polar wedges in Riesz spaces and super-replication prices in incomplete financial markets ⋮ Multi-signal extension of adaptive frequency tracking algorithms ⋮ Solving unconstrained optimization problems via hybrid CD-DY conjugate gradient methods with applications

Uses Software

• LIMDEP

This page was built for publication: