"Distributed optimisation of a portfolio's Omega."

Manfred Gilli, Enrico Schumann (2010)

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DOI: 10.1016/J.PARCO.2009.10.001

access: closed

type: Journal Article

metadata version: 2020-02-22

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Manfred Gilli, Enrico Schumann:
Distributed optimisation of a portfolio's Omega. Parallel Comput. 36(7): 381-389 (2010)

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