PDF Ebook about: Optimization Methods In Finance

Optimization Methods In Finance

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2 documents available in our comprehensive collection of Optimization Methods In Finance resources. Find practical guides, tutorials, and documentation to enhance your knowledge.

Preview of Nearest Correlation Matrix Algorithm
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Nearest Correlation Matrix Algorithm (thesis.pdf)

807 KBEN 152 pages
Rudiger Borsdorf's 2007 Master of Science dissertation presents a Newton algorithm for finding the nearest correlation matrix, a problem that arises in various
Preview of Dynamic approaches for some time-inconsistent optimization problems
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Dynamic approaches for some time-inconsistent optimization problems (48.pdf)

389 KBChandrasekhar Karnam, Jin Ma, Jianfeng ZhangEN 43 pages
Document en en

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