Securitization of financial assets: approximation in theory and practice

DOI10.1023/B:COAP.0000042028.93872.B9zbMath1060.91065OpenAlexW2046321822WikidataQ61638370 ScholiaQ61638370MaRDI QIDQ702480

Renata Mansini, Ulrich Pferschy

Publication date: 17 January 2005

Published in: Computational Optimization and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/b:coap.0000042028.93872.b9

zbMATH Keywords

approximation algorithmknapsack problemAsset-backed securitization

Mathematics Subject Classification ID

Approximation methods and heuristics in mathematical programming (90C59) Boolean programming (90C09) Economic models of real-world systems (e.g., electricity markets, etc.) (91B74)

Related Items (1)

Securities market theory: possession, repo and rehypothecation

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