Hedge algorithm and dual averaging schemes
Michel Baes; Michael Bürgisser
| Year of publication: |
2013
|
|---|---|
| Authors: | Baes, Michel ; Bürgisser, Michael |
| Published in: |
Mathematical methods of operations research. - Berlin : Springer, ISSN 1432-2994, ZDB-ID 1310695-8. - Vol. 77.2013, 3, p. 279-289
|
| Subject: | Hedging | Theorie | Theory | Algorithmus | Algorithm | Mathematische Optimierung | Mathematical programming |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009774904