"A successive SDP-NSDP approach to a robust optimization problem in finance."

Friedemann Leibfritz, Jan H. Maruhn (2009)

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DOI: 10.1007/S10589-007-9163-4

access: closed

type: Journal Article

metadata version: 2020-07-14

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Friedemann Leibfritz, Jan H. Maruhn:
A successive SDP-NSDP approach to a robust optimization problem in finance. Comput. Optim. Appl. 44(3): 443-466 (2009)

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