Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
Estimating the firm value distribution function by entropy optimization and geometric programming - MaRDI portal

Estimating the firm value distribution function by entropy optimization and geometric programming

From MaRDI portal

Publication:5959327

Jump to:navigation, search

DOI10.1023/A:1013397314149zbMath1012.90066OpenAlexW202885069MaRDI QIDQ5959327

J. R. Rajasekera, M. Yamada

Publication date: 26 March 2002

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1013397314149

zbMATH Keywords

option pricing Monte Carlo simulation geometric programming entropy optimization

Mathematics Subject Classification ID

Nonlinear programming (90C30) Approximation methods and heuristics in mathematical programming (90C59)

Related Items (1)

A tutorial on geometric programming

Uses Software

LINGO

This page was built for publication: Estimating the firm value distribution function by entropy optimization and geometric programming

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:5959327&oldid=12129141"