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Optimization, Variational Analysis and Applications : IFSOVAA-2020, Varanasi, India, February 2–4 / Vivek Laha, Pierre Maréchal, S. K. Mishra editors
| Optimization, Variational Analysis and Applications : IFSOVAA-2020, Varanasi, India, February 2–4 / Vivek Laha, Pierre Maréchal, S. K. Mishra editors |
| Pubbl/distr/stampa | Singapore, : Springer, 2021 |
| Descrizione fisica | xv, 441 p. : ill. ; 24 cm |
| Soggetto topico |
90C90 - Applications of mathematical programming [MSC 2020]
49-XX - Calculus of variations and optimal control; optimization [MSC 2020] 49J53 - Set-valued and variational analysis [MSC 2020] 00B25 - Proceedings of conferences of miscellaneous specific interest [MSC 2020] 90-XX - Operations research, mathematical programming [MSC 2020] |
| Soggetto non controllato |
Convex analysis
Equilibrium Constraints Game Theory Generalized convexity Multiobjective optimization Nonsmooth analysis Portfolio optimization Robust Optimization Semi-infinite optimization Variational inequalities |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN0275489 |
| Singapore, : Springer, 2021 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Optimization, Variational Analysis and Applications : IFSOVAA-2020, Varanasi, India, February 2–4 / Vivek Laha, Pierre Maréchal, S. K. Mishra editors
| Optimization, Variational Analysis and Applications : IFSOVAA-2020, Varanasi, India, February 2–4 / Vivek Laha, Pierre Maréchal, S. K. Mishra editors |
| Pubbl/distr/stampa | Singapore, : Springer, 2021 |
| Descrizione fisica | xv, 441 p. : ill. ; 24 cm |
| Soggetto topico |
00B25 - Proceedings of conferences of miscellaneous specific interest [MSC 2020]
49-XX - Calculus of variations and optimal control; optimization [MSC 2020] 49J53 - Set-valued and variational analysis [MSC 2020] 90-XX - Operations research, mathematical programming [MSC 2020] 90C90 - Applications of mathematical programming [MSC 2020] |
| Soggetto non controllato |
Convex analysis
Equilibrium Constraints Game Theory Generalized convexity Multiobjective optimization Nonsmooth analysis Portfolio optimization Robust Optimization Semi-infinite optimization Variational inequalities |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN00275489 |
| Singapore, : Springer, 2021 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Robust static super-replication of barrier options [[electronic resource] /] / Jan H. Maruhn
| Robust static super-replication of barrier options [[electronic resource] /] / Jan H. Maruhn |
| Autore | Maruhn Jan H |
| Pubbl/distr/stampa | Berlin ; ; New York, : Walter de Gruyter, c2009 |
| Descrizione fisica | 1 online resource (209 p.) |
| Disciplina | 332.6322830151962 |
| Collana | Radon series on computational and applied mathematics |
| Soggetto topico |
Options (Finance) - Mathematical models
Hedging (Finance) - Mathematical models |
| Soggetto non controllato |
Barrier Options
Robust Optimization Semi-infinite Optimization Semidefinite Programming Static Hedging Stochastic Volatility |
| ISBN |
1-282-29646-9
9786612296468 3-11-916585-9 3-11-020851-2 |
| Classificazione | SK 870 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Frontmatter -- Contents -- 1. Theoretical Background -- 2. Static Hedging of Barrier Options -- 3. An Optimization Approach to Static Super-Replication -- 4. Reformulation as a Semi-Infinite Problem -- 5. Eliminating Model Parameter Uncertainty -- 6. Modifications and Extensions -- 7. Avoiding Model Errors -- 8. Empirical Hedge Performance -- 9. Summary and Outlook -- A. General Existence Theorem -- B. Source Code -- Backmatter |
| Record Nr. | UNINA-9910778598703321 |
Maruhn Jan H
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| Berlin ; ; New York, : Walter de Gruyter, c2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Solving network design problems via decomposition, aggregation and approximation : with an application to the optimal expansion of railway infrastructure / Andreas Bärmann
| Solving network design problems via decomposition, aggregation and approximation : with an application to the optimal expansion of railway infrastructure / Andreas Bärmann |
| Autore | Bärmann, Andreas |
| Pubbl/distr/stampa | Wiesbaden, : Springer Spektrum, 2016 |
| Descrizione fisica | XV, 203 p. : ill. ; 24 cm |
| Soggetto topico |
90C90 - Applications of mathematical programming [MSC 2020]
90B06 - Transportation, logistics and supply chain management [MSC 2020] 90B50 - Management decision making, including multiple objectives [MSC 2020] 90-XX - Operations research, mathematical programming [MSC 2020] |
| Soggetto non controllato |
Aggregation
Decomposition Discrete Optimization Network design Robust Optimization |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0115351 |
|
Bärmann, Andreas
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| Wiesbaden, : Springer Spektrum, 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Solving network design problems via decomposition, aggregation and approximation : with an application to the optimal expansion of railway infrastructure / Andreas Bärmann
| Solving network design problems via decomposition, aggregation and approximation : with an application to the optimal expansion of railway infrastructure / Andreas Bärmann |
| Autore | Bärmann, Andreas |
| Pubbl/distr/stampa | Wiesbaden, : Springer Spektrum, 2016 |
| Descrizione fisica | XV, 203 p. : ill. ; 24 cm |
| Soggetto topico |
90-XX - Operations research, mathematical programming [MSC 2020]
90B06 - Transportation, logistics and supply chain management [MSC 2020] 90B50 - Management decision making, including multiple objectives [MSC 2020] 90C90 - Applications of mathematical programming [MSC 2020] |
| Soggetto non controllato |
Aggregation
Decomposition Discrete Optimization Network design Robust Optimization |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00115351 |
|
Bärmann, Andreas
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| Wiesbaden, : Springer Spektrum, 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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