Asynchronous Algorithms for Computing Equilibrium Prices in a Capital Asset Pricing Model
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Publication:5241277
DOI10.1142/S0217595919500234zbMath1427.91302OpenAlexW2955340578MaRDI QIDQ5241277
Jun Tong, Jianxin You, Jianqiang Hu
Publication date: 30 October 2019
Published in: Asia-Pacific Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1142/s0217595919500234
Computational methods for problems pertaining to game theory, economics, and finance (91-08) Portfolio theory (91G10) Actuarial science and mathematical finance (91G99)
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