IDEAS home Printed from https://ideas.repec.org/a/spr/topjnl/v10y2002i1p1-30.html
   My bibliography  Save this article

Numerical treatment of an asset price model with non-stochastic uncertainty

Author

Listed:
  • R. Tichatschke
  • A. Kaplan
  • T. Voetmann
  • M. Böhm

Abstract

No abstract is available for this item.

Suggested Citation

  • R. Tichatschke & A. Kaplan & T. Voetmann & M. Böhm, 2002. "Numerical treatment of an asset price model with non-stochastic uncertainty," TOP: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 10(1), pages 1-30, June.
    • Handle: RePEc:spr:topjnl:v:10:y:2002:i:1:p:1-30
    DOI: 10.1007/BF02578932
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1007/BF02578932
    Download Restriction: Access to full text is restricted to subscribers.
    File URL: https://libkey.io/10.1007/BF02578932?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Alfred Auslender & Marc Teboulle & Sami Ben-Tiba, 1999. "Interior Proximal and Multiplier Methods Based on Second Order Homogeneous Kernels," Mathematics of Operations Research, INFORMS, vol. 24(3), pages 645-668, August.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Chen, Homing & Hu, Cheng-Feng, 2010. "A relaxed cutting plane algorithm for solving the Vasicek-type forward interest rate model," European Journal of Operational Research, Elsevier, vol. 204(2), pages 343-354, July.
    2. A. Auslender & A. Ferrer & M. Goberna & M. López, 2015. "Comparative study of RPSALG algorithm for convex semi-infinite programming," Computational Optimization and Applications, Springer, vol. 60(1), pages 59-87, January.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Papa Quiroz, E.A. & Roberto Oliveira, P., 2012. "An extension of proximal methods for quasiconvex minimization on the nonnegative orthant," European Journal of Operational Research, Elsevier, vol. 216(1), pages 26-32.
    2. Paul Tseng, 2004. "An Analysis of the EM Algorithm and Entropy-Like Proximal Point Methods," Mathematics of Operations Research, INFORMS, vol. 29(1), pages 27-44, February.
    3. M. Kyono & M. Fukushima, 2000. "Nonlinear Proximal Decomposition Method for Convex Programming," Journal of Optimization Theory and Applications, Springer, vol. 106(2), pages 357-372, August.
    4. Jonathan Eckstein & Paulo Silva, 2010. "Proximal methods for nonlinear programming: double regularization and inexact subproblems," Computational Optimization and Applications, Springer, vol. 46(2), pages 279-304, June.
    5. A. Auslender & M. Teboulle, 2004. "Interior Gradient and Epsilon-Subgradient Descent Methods for Constrained Convex Minimization," Mathematics of Operations Research, INFORMS, vol. 29(1), pages 1-26, February.
    6. Regina S. Burachik & Yaohua Hu & Xiaoqi Yang, 2022. "Interior quasi-subgradient method with non-Euclidean distances for constrained quasi-convex optimization problems in hilbert spaces," Journal of Global Optimization, Springer, vol. 83(2), pages 249-271, June.
    7. Regina Sandra Burachik & B. F. Svaiter, 2001. "A Relative Error Tolerance for a Family of Generalized Proximal Point Methods," Mathematics of Operations Research, INFORMS, vol. 26(4), pages 816-831, November.
    8. Volkovich, Vladimir & Kogan, Jacob & Nicholas, Charles, 2007. "Building initial partitions through sampling techniques," European Journal of Operational Research, Elsevier, vol. 183(3), pages 1097-1105, December.
    9. Arnaldo S. Brito & J. X. Cruz Neto & Jurandir O. Lopes & P. Roberto Oliveira, 2012. "Interior Proximal Algorithm for Quasiconvex Programming Problems and Variational Inequalities with Linear Constraints," Journal of Optimization Theory and Applications, Springer, vol. 154(1), pages 217-234, July.
    10. H. Attouch & M. Teboulle, 2004. "Regularized Lotka-Volterra Dynamical System as Continuous Proximal-Like Method in Optimization," Journal of Optimization Theory and Applications, Springer, vol. 121(3), pages 541-570, June.
    11. Papa Quiroz, E.A. & Mallma Ramirez, L. & Oliveira, P.R., 2015. "An inexact proximal method for quasiconvex minimization," European Journal of Operational Research, Elsevier, vol. 246(3), pages 721-729.
    12. Souza, Sissy da S. & Oliveira, P.R. & da Cruz Neto, J.X. & Soubeyran, A., 2010. "A proximal method with separable Bregman distances for quasiconvex minimization over the nonnegative orthant," European Journal of Operational Research, Elsevier, vol. 201(2), pages 365-376, March.
    13. E. A. Papa Quiroz & S. Cruzado, 2022. "An inexact scalarization proximal point method for multiobjective quasiconvex minimization," Annals of Operations Research, Springer, vol. 316(2), pages 1445-1470, September.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:topjnl:v:10:y:2002:i:1:p:1-30. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.