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Volume 58; Issue 3
Main
Optimization
Volume 58; Issue 3
Optimization
Volume 58; Issue 3
1
Duality in static hedging of barrier options
Maruhn, J.H.
Journal:
Optimization
Year:
2009
Language:
english
File:
PDF, 207 KB
Your tags:
english, 2009
2
Calibration of stochastic models for interest rate derivatives
Rainer, Martin
Journal:
Optimization
Year:
2009
Language:
english
File:
PDF, 187 KB
Your tags:
english, 2009
3
Solving optimal investment problems with structured products under CVaR constraints
Korn, Ralf
,
Zeytun, Serkan
Journal:
Optimization
Year:
2009
Language:
english
File:
PDF, 323 KB
Your tags:
english, 2009
4
DC programming approach for portfolio optimization under step increasing transaction costs
Le Thi, Hoai An
,
Moeini, Mahdi
,
Dinh, Tao Pham
Journal:
Optimization
Year:
2009
Language:
english
File:
PDF, 482 KB
Your tags:
english, 2009
5
An exact algorithm for factor model in portfolio selection with roundlot constraints
Sun, X.L.
,
Niu, S.F.
,
Li, D.
Journal:
Optimization
Year:
2009
Language:
english
File:
PDF, 169 KB
Your tags:
english, 2009
6
Robust mid-term power generation management
Guigues, V.
,
Aïd, R.
,
Ndiaye, P.M.
,
Oustry, F.
,
Romanet, F.
Journal:
Optimization
Year:
2009
Language:
english
File:
PDF, 316 KB
Your tags:
english, 2009
7
Measures of model uncertainty and calibrated option bounds
Ç. Pınar, Mustafa
Journal:
Optimization
Year:
2009
Language:
english
File:
PDF, 180 KB
Your tags:
english, 2009
8
Continuous Optimization in Finance†
Weber, Gerhard-Wilhelm
Journal:
Optimization
Year:
2009
Language:
english
File:
PDF, 221 KB
Your tags:
english, 2009
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