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Computation and analysis for a constrained entropy optimiza..:
He, Changhong
;
Coleman, Thomas F.
;
Li, Yuying
Journal of Computational and Applied Mathematics. 222 (2008) 1 - p. 159-174 , 2008
Link:
https://doi.org/10.1016/j.cam.2007.10.016
RT Journal T1 <Title>Computation and analysis for a constrained entropy optimization problem in finance</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1016_j.cam.2007.10.016&Exemplar=1&LAN=DE A1 He, Changhong A1 Coleman, Thomas F. A1 Li, Yuying PB Elsevier BV YR 2008 SN 0377-0427 JF Journal of Computational and Applied Mathematics VO 222 IS 1 SP 159 OP 174 LK http://dx.doi.org/https://doi.org/10.1016/j.cam.2007.10.016 DO https://doi.org/10.1016/j.cam.2007.10.016 SF ELIB - SuUB Bremen
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