"A relaxed cutting plane algorithm for solving the Vasicek-type forward ..."

Homing Chen, Cheng-Feng Hu (2010)

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DOI: 10.1016/J.EJOR.2009.09.012

access: closed

type: Journal Article

metadata version: 2020-02-21

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Homing Chen, Cheng-Feng Hu:
A relaxed cutting plane algorithm for solving the Vasicek-type forward interest rate model. Eur. J. Oper. Res. 204(2): 343-354 (2010)

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