Portfolio replication: Its forward-dual decomposition

Automation and Remote Control

Volumn 65, Issue 2, 2004, Pages 311-318

  Velichko, A S ^a   Nurminskii, E A ^a  

^a INSTITUTE OF AUTOMATION AND CONTROL PROCESSES   (Russian Federation)

Author keywords

[No Author keywords available]

Indexed keywords

ALGORITHMS; INDUSTRIAL ECONOMICS; MATHEMATICAL MODELS; PROBABILITY; RISK ASSESSMENT; SALES;

FINANCIAL MODELS; PORTFOLIO REPLICATION; RISK CONTROL;

PROBLEM SOLVING;

EID: 84904240057     PISSN: 00051179     EISSN: None     Source Type: Journal    
DOI: 10.1023/B:AURC.0000014728.52168.9a     Document Type: Conference Paper

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