Algorithms for Worst-Case Design and Applications to Risk Management
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Published By Princeton University Press

9781400825110

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Chapter 3. Algorithms For Computing Saddle Points

Algorithms for Worst-Case Design and Applications to Risk Management ◽

10.1515/9781400825110.37 ◽

2009 ◽

pp. 37-62

Keyword(s):

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Chapter 2. A Survey Of Continuous Minimax Algorithms

Algorithms for Worst-Case Design and Applications to Risk Management ◽

10.1515/9781400825110.23 ◽

2009 ◽

pp. 23-36

Keyword(s):

Minimax Algorithms ◽

Continuous Minimax Algorithms ◽

Continuous Minimax

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Chapter 8. A Continuous Minimax Strategy For Options Hedging

Algorithms for Worst-Case Design and Applications to Risk Management ◽

10.1515/9781400825110.179 ◽

2009 ◽

pp. 179-246

Keyword(s):

Minimax Strategy ◽

Options Hedging ◽

Continuous Minimax

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Chapter 10. Asset/Liability Management Under Uncertainty

Algorithms for Worst-Case Design and Applications to Risk Management ◽

10.1515/9781400825110.291 ◽

2009 ◽

pp. 291-340

Keyword(s):

Asset Liability Management ◽

Liability Management

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Frontmatter

Algorithms for Worst-Case Design and Applications to Risk Management ◽

10.1515/9781400825110.fm ◽

2009 ◽

pp. i-vi

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Chapter 4. A Quasi-Newton Algorithm For Continuous Minimax

Algorithms for Worst-Case Design and Applications to Risk Management ◽

10.1515/9781400825110.63 ◽

2009 ◽

pp. 63-92

Keyword(s):

Newton Algorithm ◽

Quasi Newton ◽

Continuous Minimax

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Index

Algorithms for Worst-Case Design and Applications to Risk Management ◽

10.1515/9781400825110.381 ◽

2009 ◽

pp. 381-389

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Chapter 5. Numerical Experiments With Continuous Minimax Algorithms

Algorithms for Worst-Case Design and Applications to Risk Management ◽

10.1515/9781400825110.93 ◽

2009 ◽

pp. 93-120

Keyword(s):

Numerical Experiments ◽

Minimax Algorithms ◽

Continuous Minimax Algorithms ◽

Continuous Minimax

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Chapter 1. Introduction to Minimax

Algorithms for Worst-Case Design and Applications to Risk Management ◽

10.1515/9781400825110.1 ◽

2009 ◽

pp. 1-22

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Chapter 6 Minimax As A Robust Strategy For Discrete Rival Scenarios

Algorithms for Worst-Case Design and Applications to Risk Management ◽

10.1515/9781400825110.121 ◽

2009 ◽

pp. 121-138

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