Numerical treatment of an asset price model with non-stochastic uncertainty
| Year of publication: |
2002
|
|---|---|
| Authors: | Tichatschke, R. ; Kaplan, A. ; Voetmann, T. ; Böhm, M. |
| Published in: |
TOP: An Official Journal of the Spanish Society of Statistics and Operations Research. - Springer. - Vol. 10.2002, 1, p. 1-30
|
| Publisher: |
Springer |
| Subject: | Interior point method | semi-infinite programming | proximal point methods | price theory |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005598353