Guest Editor: Dr. Gerhard-Wilhelm Weber
Issue contains:
Editorial: Continuous Optimization in Finance
Dr. Gerhard-Wilhelm Weber
DC programming approach for portfolio optimization under step increasing transaction costs
Hoai An Le Thi; Mahdi Moeini; Tao Pham Dinh
Solving optimal investment problems with structured products under CVaR constraints
Ralf Korn; Serkan Zeytun
An exact algorithm for factor model in portfolio selection with roundlot constraints
X. L. Sun; S. F. Niu; D. Li
Duality in static hedging of barrier options
J. H. Maruhn
Measures of model uncertainty and calibrated option bounds
Mustafa Ç. Pinar
Robust mid-term power generation management
V. Guigues; R. Aïd; P. M. Ndiaye; F. Oustry; F. Romanet
Calibration of stochastic models for interest rate derivatives
Martin Rainer
Optimization: A Journal of Mathematical Programming and Operations Research
Special Issue on Continuous Optimization in Finance
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