Securitization of Financial Assets: Approximation in Theory and Practice.

Renata Mansini Ulrich Pferschy

Published in: Comput. Optim. Appl. (2004)

Keyphrases

financial markets
data sets
theoretical framework
general theory
approximation error
database
artificial intelligence
decision making
information technology
probabilistic model
closed form
approximation algorithms
risk management
efficient computation
portfolio optimization
approximation schemes