Part of the International Series in Operations Research & Management Science book series (ISOR, volume 114)
In this chapter, we shall study some applications of linear programming to problems in quantitative finance.
KeywordsStock Price Option Price Linear Programming Problem Portfolio Selection Call Option
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.
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© Robert J.Vanderbei 2008