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Optimierung
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21.07.1996
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Adjoint equation
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Black-Scholes model
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Eigenvalue minimization
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Feasibility perturbed sequential quadratic programming
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Gritzmann, Peter
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Horst, Reiner
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Sachs, Ekkehard
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French German Conference on Optimization <8, 1996, Trier>
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Lecture notes in economics and mathematical systems : LNEMS
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ECONIS (ZBW)
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Recent advances in optimization : proceedings of the 8th French German Conference on Optimization, Trier, July 21 - 26, 1996
Gritzmann, Peter
(
ed.
);
Horst, Reiner
(
contributor
); …
-
1997
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