Introduction to convex optimization in financial markets

Teemu Pennanen

doi:10.1007/s10107-012-0573-4

Introduction to convex optimization in financial markets

Teemu Pennanen

Department of Mathematics and Systems Analysis

Research output: Contribution to journal › Article › Scientific › peer-review

14 Citations (Scopus)

Original language	English
Pages (from-to)	157-186
Journal	Mathematical Programming
Issue number	134
DOIs	https://doi.org/10.1007/s10107-012-0573-4
Publication status	Published - 2012
MoE publication type	A1 Journal article-refereed

Keywords

convex
financial markets
introduction
optimization

Access to Document

10.1007/s10107-012-0573-4

Cite this

@article{27ee8f3ffad944bb8d70f61adc9ea798,

title = "Introduction to convex optimization in financial markets",

keywords = "convex, financial markets, introduction, optimization, convex, financial markets, introduction, optimization, convex, financial markets, introduction, optimization",

author = "Teemu Pennanen",

year = "2012",

doi = "10.1007/s10107-012-0573-4",

language = "English",

pages = "157--186",

journal = "Mathematical Programming",

issn = "0025-5610",

publisher = "Springer",

number = "134",

}

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AU - Pennanen, Teemu

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KW - introduction

KW - optimization

KW - convex

KW - financial markets

KW - introduction

KW - optimization

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SN - 0025-5610

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JO - Mathematical Programming

JF - Mathematical Programming

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