Subject
Artificial Intelligence,Computer Graphics and Computer-Aided Design,Computer Networks and Communications,Hardware and Architecture,Theoretical Computer Science,Software
Reference64 articles.
1. F. Allen, D. Gale, Financial Innovation and Risk Sharing, MIT Press, Cambridge, MA, 1994
2. M. Bertocchi, J. Dupacova, V. Morrigia, Sensitivity of bond portfolio's behavior with respect to random movements in yield curve. Working paper, University of Bergamo, Bergamo, Italy, 1998
3. J.R. Birge, L. Qi, Computing block-angular Karmarkar projections with applications to stochastic programming, Management Science 34 (1988) 1472–1479
4. Efficient solution of two-stage stochastic linear programs using interior point methods;Birge;Computational Optimization and Applications,1992
5. F. Black, E. Derman, W. Toy, A one-factor model of interest rates and its application to treasury bond options, Financial Analysts Journal (1990) 33–39
Cited by
46 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献