Optimization Methods in Mathematical Finance

Autor: Ali Devin Sezer, Gerhard-Wilhelm Weber
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