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Pricing European currency options in implicit target zones : an equilibrium approach
Sørensen, Carsten - 1993
Persistent link: https://www.econbiz.de/10000888130
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A presentation of GAMS for DEA
Olesen, Ole Bent; Petersen, Niels Christian - 1994
Persistent link: https://www.econbiz.de/10000894554
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The APOS linear programming solver : an implementation of the homogeneous algorithm
Andersen, Erling D.; Andersen, Knut D. - 1997
Persistent link: https://www.econbiz.de/10000960718
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Utility based option pricing with proportional transaction costs and diversification problems : an interior point optimization approach
Andersen, Erling D.; Damgaard, Anders - 1997
Persistent link: https://www.econbiz.de/10000960751
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Optimal investment strategies with a Heath-Jarrow-Morton term structure of interest rates
Munk, Claus; Sørensen, Carsten - 1999
Persistent link: https://www.econbiz.de/10001455583
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Economic transactions, opportunistic behavior and protective mechanisms
Koch, Carsten A. - 1995
Persistent link: https://www.econbiz.de/10000924813
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Implementation of interior point methods for large scale linear programming
Andersen, Erling D. (contributor) - 1996
Persistent link: https://www.econbiz.de/10000933909
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On a homogeneous algorithm for a monotone complementarity problem with nonlinear equality constraints
Andersen, Erling D.; Ye, Yinyu - 1996
Persistent link: https://www.econbiz.de/10000940616
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Dynamic spanning in the consumption-based capital asset pricing model
Christensen, Peter Ove; Graversen, Svend Erik; … - 1996
Persistent link: https://www.econbiz.de/10000940850
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A computational study of the homogeneous algorithm for large-scale convex optimization
Andersen, Erling D.; Ye, Yinyu - 1996
Persistent link: https://www.econbiz.de/10000942901