Abstract

In this chapter, we shall study some applications of linear programming to problems in quantitative finance.

Original languageEnglish (US)
Title of host publicationInternational Series in Operations Research and Management Science
PublisherSpringer
Pages215-226
Number of pages12
DOIs
StatePublished - 2020

Publication series

NameInternational Series in Operations Research and Management Science
Volume285
ISSN (Print)0884-8289
ISSN (Electronic)2214-7934

All Science Journal Classification (ASJC) codes

  • Software
  • Computer Science Applications
  • Strategy and Management
  • Management Science and Operations Research
  • Applied Mathematics

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