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Necessary and sufficient conditions for weak no-arbitrage in securities markets with frictions 期刊论文
ANNALS OF OPERATIONS RESEARCH, 2005, 卷号: 133, 期号: 1-4, 页码: 265-276
Authors:  Deng, XT;  Li, ZF;  Wang, SY;  Yang, HL
Favorite  |  View/Download:33/0  |  Submit date:2018/07/30
weak no-arbitrage  transaction costs  bid-ask spread  taxes  nonlinear programming  
A conic trust-region method for nonlinearly constrained optimization 期刊论文
ANNALS OF OPERATIONS RESEARCH, 2001, 卷号: 103, 页码: 175-191
Authors:  Sun, WY;  Yuan, YX
Favorite  |  View/Download:8/0  |  Submit date:2018/07/30
trust-region method  conic model  constrained optimization  nonlinear programming