Introduction to convex optimization in financial markets

Research output: Contribution to journalArticle

Researchers

  • Teemu Pennanen

Research units

Details

Original languageEnglish
Pages (from-to)157-186
JournalMathematical Programming
Issue number134
Publication statusPublished - 2012
MoE publication typeA1 Journal article-refereed

    Research areas

  • convex, financial markets, introduction, optimization

ID: 891919