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Search: subject_exact:"Convex optimization"
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Gaining traction : on the convergence of an inner approximation scheme for probability maximization
Fábián, Csaba I.
- In:
Central European journal of operations research
29
(
2021
)
2
,
pp. 491-519
Persistent link: https://www.econbiz.de/10012542953
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2
Chebyshev inequalities for products of random variables
Rujeerapaiboon, Napat
;
Kuhn, Daniel
;
Wiesemann, Wolfram
- In:
Mathematics of operations research
43
(
2018
)
3
,
pp. 887-918
Persistent link: https://www.econbiz.de/10011914382
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3
Calibrating probability distributions with convex-concave-convex functions : application to CDO pricing
Veremyev, Alexander
;
Tsyurmasto, Peter
;
Uryasev, Stan
; …
- In:
Computational Management Science : CMS
11
(
2014
)
4
,
pp. 341-364
Persistent link: https://www.econbiz.de/10010437154
Saved in:
4
On theoretical and empirical aspects of marginal distribution choice models
Mishra, Vinit Kumar
;
Natarajan, Karthik
;
Padmanabhan, …
- In:
Management science : journal of the Institute for …
60
(
2014
)
6
,
pp. 1511-1531
Persistent link: https://www.econbiz.de/10010381861
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