| Quasi-Newton methods for order-value optimization and value-at-risk calculations (PJO) |
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Volume 2
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Number 1
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pp. 11-33
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| Quasi-Newton methods for order-value optimization and value-at-risk calculations |
| R. Andreani, J.M. Martínez, M. Salvatierra and F. Yano |
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| Key words |
Mathematices Subject Classification |
| order-value optimization, value-at-risk, quasi-Newton methods, ideal banking system |
90C53, 91B30 |
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| Copyright© 2011 Yokohama Publishers |
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