DC programming and DCA for globally solving the value-at-risk
| Year of publication: |
2009
|
|---|---|
| Authors: | Dinh, Tao Pham ; Nam, Nguyen ; Thi, Hoai Le |
| Published in: |
Computational Management Science. - Springer. - Vol. 6.2009, 4, p. 477-501
|
| Publisher: |
Springer |
| Subject: | Value-at-risk | Bilevel linear programming | DC programming | DCA | Branch- and -bound |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005014974