Optimization Methods in Mathematical Finance
Autor: | Ali Devin Sezer, Gerhard-Wilhelm Weber |
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Rok vydání: | 2013 |
Předmět: | |
Zdroj: | Optimization. 62:1399-1402 |
ISSN: | 1029-4945 0233-1934 |
DOI: | 10.1080/02331934.2013.863528 |
Popis: | It is probably fair to say that probability theory (more generally analysis), optimization and the interplay between them form the overarching mathematical themes of mathematical finance. By optimi... |
Databáze: | OpenAIRE |
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