Minimizing CVaR, and Hedging Issues, for a Portfolio of Derivatives - Riemann solver - Document - PDFSEARCH.IO

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	Minimizing CVaR, and Hedging Issues, for a Portfolio of Derivatives Add to Reading List Document Date: 2015-02-13 20:16:46 Open Document File Size: 31,92 KB Share Result on Facebook Facility Hong Kong Polytechnic University / / IndustryTerm computational technology / / Organization Hong Kong Polytechnic University / Jiequan Li School / Hong Kong Polytechnic University Department of Applied Mathematics Colloquium Design Principles of High Order Solvers for Conservation Laws / / SocialTag Mathematics Applied mathematics Riemann solver Finite volume method Solver Sol Bernhard Riemann Computational fluid dynamics Computational science Numerical analysis

Minimizing CVaR, and Hedging Issues, for a Portfolio of DerivativesAdd to Reading List