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  • Search: subject:"Capture Basin Algorithm"
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Year of publication
Subject
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Capture Basin Algorithm 1 Finance 1 Viability 1
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Book / Working Paper 1
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Undetermined 1
Author
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Pujal, Dominique 1 Saint-Pierre, Patrick 1
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Society for Computational Economics - SCE 1
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Computing in Economics and Finance 2006 1
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RePEc 1
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Capture Basin Algorithm for Evaluating and Managing Complex Financial Instruments
Pujal, Dominique; Saint-Pierre, Patrick - Society for Computational Economics - SCE - 2006
One aim of Viability Theory is to regulate evolutions under uncertainty in order not only to reach a target in finite time, but also to fulfill constraints (known as viability) until this time. Within the framework of finance, in the case of replicating portfolios, the target is defined by the...
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