Browse by Journal

Up a level
Export as [feed] RSS
Group by: Item Type | No Grouping
Jump to: Article
Number of items: 2.

Article

Düring, B, Jüngel, A and Volkwein, S (2008) Sequential Quadratic Programming Method for Volatility Estimation in Option Pricing. Journal of Optimization Theory and Applications, 139 (3). pp. 515-540. ISSN 0022-3239

Hintermueller, M (2002) Solving nonlinear programming problems with noisy function values and gradients. Journal of Optimization Theory and Applications, 114 (1). pp. 133-169. ISSN 0022-3239

This list was generated on Fri Jun 23 13:08:09 2017 BST.