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Ruin problems and myopic portfolio optimization in continuous trading

✍ Scribed by Knut Kristian Aase


Book ID
107950260
Publisher
Elsevier Science
Year
1986
Tongue
English
Weight
790 KB
Volume
21
Category
Article
ISSN
0304-4149

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Approximating nondominated sets in conti
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## Abstract Many important problems in Operations Research and Statistics require the computation of nondominated (or Pareto or efficient) sets. This task may be currently undertaken efficiently for discrete sets of alternatives or for continuous sets under special and fairly tight structural condi