Time-varying minimum-cost portfolio insurance under transaction costs problem via Beetle Antennae Search Algorithm (BAS)-Reference-Cited by-同舟云学术

Time-varying minimum-cost portfolio insurance under transaction costs problem via Beetle Antennae Search Algorithm (BAS)

Published:2020-11 Issue: Volume:385 Page:125453
ISSN:0096-3003
Container-title:Applied Mathematics and Computation
language:en
Short-container-title:Applied Mathematics and Computation

Author:

Katsikis Vasilios N.,Mourtas Spyridon D.,Stanimirović Predrag S.,Li Shuai,Cao Xinwei

Publisher

Elsevier BV

Subject

Applied Mathematics,Computational Mathematics

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