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Approximation of multiple integrals over hyperboloids with application to a quadratic portfolio with options.

Jules Sadefo KamdemAlan Genz
Published in: Comput. Stat. Data Anal. (2008)
Keyphrases
  • decision making
  • real time
  • decision trees
  • social networks
  • objective function
  • optimal solution
  • computational complexity
  • pairwise
  • queueing networks