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DCG
2000
53views more  DCG 2000»
15 years 5 months ago
Integer Optimization on Convex Semialgebraic Sets
Leonid Khachiyan, Lorant Porkolab
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IOR
2002
39views more  IOR 2002»
15 years 5 months ago
On the Relation Between Option and Stock Prices: A Convex Optimization Approach
Dimitris Bertsimas, Ioana Popescu