Introduction to convex optimization in financial markets

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Introduction to convex optimization in financial markets

Year of publication

2012

Authors

Pennanen, Teemu

Organizations and authors

Aalto University

Publication type

Publication format

Article

Parent publication type

Journal

Article type

Original article

Audience

Scientific

Peer-reviewed

Peer-Reviewed

MINEDU's publication type classification code

A1 Journal article (refereed), original research

Publication channel information

Journal

Mathematical Programming

Publisher

SPRINGER

Issue

134

Pages

157-186

ISSN

0025-5610

​Publication forum

63041

​Publication forum level

3

Open access

Open access in the publisher’s service

No

Self-archived

No

Other information

Fields of science

Mathematics; Statistics and probability; Computer and information sciences; Business and management

Keywords

CONVEX; financial markets; Introduction; Optimization

Internationality of the publisher

International

Language

English

International co-publication

No

Co-publication with a company

No

DOI

10.1007/s10107-012-0573-4

The publication is included in the Ministry of Education and Culture’s Publication data collection

Yes
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