Login / Signup

Application of HPC to Medium-Size Stochastic Systems with Non-Linear Constraints in Finance.

Graham S. HodgsonPeter DzwigHeather M. LiddellDennis Parkinson
Published in: HPCN Europe (1998)
Keyphrases
  • medium size
  • stochastic systems
  • constrained optimization
  • wavelet transform
  • sample size