@inbook{60135ec9a6ad4434a019c00faee9df1c,
title = "Financial applications",
abstract = "In this chapter, we shall study some applications of linear programming to problems in quantitative finance.",
author = "Vanderbei, {Robert J.}",
note = "Publisher Copyright: {\textcopyright} The Editor(s) (if applicable) and The Author(s), under exclusive license to Springer Nature Switzerland AG 2020.",
year = "2020",
doi = "10.1007/978-3-030-39415-8_13",
language = "English (US)",
series = "International Series in Operations Research and Management Science",
publisher = "Springer",
pages = "215--226",
booktitle = "International Series in Operations Research and Management Science",
}