Optimization in financial engineering : an essay on 'good' solutions and misplaced exactitude
Manfred Gilli; Enrico Schumann
| Year of publication: |
2010
|
|---|---|
| Authors: | Gilli, Manfred ; Schumann, Enrico |
| Published in: |
Journal / The Capco Institute : journal of financial transformation. - Antwerp, ZDB-ID 2136813-2. - Vol. 28.2010, p. 117-122
|
| Subject: | Financial Engineering | Financial engineering | Mathematische Optimierung | Mathematical programming | Iteratives Verfahren | Approximation method |
| 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/10008937099