"A Regularized Unconstrained Optimization in the Bond Portfolio Valuation ..."

Yury Gryazin, Michael Landrigan (2008)

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DOI: 10.1007/978-90-481-2311-7_46

access: closed

type: Conference or Workshop Paper

metadata version: 2021-05-19

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Yury Gryazin, Michael Landrigan:
A Regularized Unconstrained Optimization in the Bond Portfolio Valuation and Hedging. World Congress on Engineering (Selected Papers) 2008: 539-549

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