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A Conic Duality Frank-Wolfe-Type Theorem via Exact Penalization in Quadratic Optimization
Schachinger, Werner; Bomze, Immanuel - In: Mathematics of operations research 34 (2009) 1, pp. 83-92
Persistent link: https://www.econbiz.de/10008394769
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Think co(mpletely)positive ! Matrix properties, examples and a clustered bibliography on copositive optimization
Bomze, Immanuel; Schachinger, Werner; Uchida, Gabriele - In: Journal of Global Optimization 52 (2012) 3, pp. 423-445
Persistent link: https://www.econbiz.de/10010896450
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Think co(mpletely)positive ! Matrix properties, examples and a clustered bibliography on copositive optimization
Bomze, Immanuel M.; Schachinger, Werner; Uchida, Gabriele - In: Journal of global optimization : an international … 52 (2012) 3, pp. 423-446
Persistent link: https://www.econbiz.de/10009839648
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Funktionalanalytische Grundlagen der Spektraltheorie schwach stationärer stochastischer Prozesse
Bomze, Immanuel M. - 1983
Persistent link: https://www.econbiz.de/10013397300
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Leland's approach to option pricing : The evolution of a discontinuity
Schachinger, Werner; Grandits, Peter - 1999
This paper proves that the limiting hedging error, considered as a function of ST, exhibits a removable discontinuity at the exercise price.
Persistent link: https://www.econbiz.de/10005841721
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Improved bounds for interatomic distance in Morse clusters
Addis, Bernardetta; Schachinger, Werner - In: Operations research letters 37 (2009) 4, pp. 290-294
Persistent link: https://www.econbiz.de/10003908500
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Leland's approach to option pricing : the evolution of a discontinuity
Grandits, Peter; Schachinger, Werner - In: Mathematical finance : an international journal of … 11 (2001) 3, pp. 347-355
Persistent link: https://www.econbiz.de/10001651168
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Improved bounds for interatomic distance in Morse clusters
Addis, Bernardetta; Schachinger, Werner - In: Operations research letters 37 (2009) 4, pp. 290-294
Persistent link: https://www.econbiz.de/10008270171
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ARTICLES - Leland's Approach to Option Pricing: The Evolution of a Discontinuity
Grandits, Peter; Schachinger, Werner - In: Mathematical finance : an international journal of … 11 (2001) 3, pp. 347-356
Persistent link: https://www.econbiz.de/10008216986
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Improved bounds for interatomic distance in Morse clusters
Addis, Bernardetta; Schachinger, Werner - In: Operations research letters 37 (2009) 4, pp. 290-295
Persistent link: https://www.econbiz.de/10008898687