"A smooth homotopy method for incomplete markets."

Yang Zhan, Chuangyin Dang (2021)

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DOI: 10.1007/S10107-020-01551-9

access: closed

type: Journal Article

metadata version: 2021-11-03

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Yang Zhan, Chuangyin Dang:
A smooth homotopy method for incomplete markets. Math. Program. 190(1): 585-613 (2021)

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