Computing optimal recovery policies for financial markets
Year of publication: |
2010
|
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Authors: | Benth, Fred E. ; Dahl, Geir ; Mannino, Carlo |
Institutions: | Dipartimento di Ingegneria Informatica, Automatica e Gestionale "Antonio Ruberti", Facoltà di Ingegneria dell'Informazione Informatica e Statistica |
Subject: | Financial models | discrete optimization | bilevel programming | Markov random field |
Extent: | application/pdf |
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Series: | DIS Technical Reports. - ISSN 2035-5750. |
Type of publication: | Book / Working Paper |
Notes: | Number 2010-20 |
Source: |
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