Computational methods in portfolio insurance
- Author
- KATSIKIS, Vasilios N1 2
[1] Department of Mathematics, National Technical University of Athens, Zographou 15780, Athens, Greece
[2] Department of Applied Sciences, TEI of Chalkis, 34400 Psahna, Greece - Source
Applied mathematics and computation. 2007, Vol 189, Num 1, pp 9-22, 14 p ; ref : 13 ref
- CODEN
- AMHCBQ
- ISSN
- 0096-3003
- Scientific domain
- Control theory, operational research; Computer science; Mathematics
- Publisher
- Elsevier, New York, NY
- Publication country
- United States
- Document type
- Article
- Language
- English
- Author keyword
- Computational methods Lattice-subspaces Matlab Portfolio insurance Positive basis
- Keyword (fr)
- Algorithmique Analyse numérique Finance Mathématiques appliquées Minimisation coût 06Bxx
- Keyword (en)
- Algorithmics Numerical analysis Finance Applied mathematics Cost minimization
- Keyword (es)
- Algorítmica Análisis numérico Finanzas Matemáticas aplicadas Minimización costo
- Classification
- Pascal
- 001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02B Combinatorics. Ordered structures / 001A02B02 Order, lattices, ordered algebraic structures
- Pascal
- 001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02E Mathematical analysis
- Pascal
- 001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02I Numerical analysis. Scientific computation / 001A02I01 Numerical analysis
- Discipline
- Mathematics
- Origin
- Inist-CNRS
- Database
- PASCAL
- INIST identifier
- 18792694
Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS
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DOI
10.1016/j.amc.2006.11.054 
https://dx.doi.org/10.1016/j.amc.2006.11.054
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