Heuristic optimisation in financial modelling

Gilli, Manfred; Schumann, Enrico

doi:10.1007/s10479-011-0862-y

Scientific article

English

Heuristic optimisation in financial modelling

ContributorsGilli, Manfred; Schumann, Enrico

Published inAnnals of Operations Research, vol. 193, no. 1, p. 129-158

Collection

Open Access - Licence nationale Springer

Publication date2012

Affiliation entities

Faculté d'économie et de management / Institute of Economics and Econometrics

Citation (ISO format)

GILLI, Manfred, SCHUMANN, Enrico. Heuristic optimisation in financial modelling. In: Annals of Operations Research, 2012, vol. 193, n° 1, p. 129–158. doi: 10.1007/s10479-011-0862-y

Article (Published version)

OA NATIONAL

Identifiers

PID : unige:111384
DOI : 10.1007/s10479-011-0862-y

Journal ISSN0254-5330

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Creation22/11/2018 15:24:00

First validation22/11/2018 15:24:00

Update time15/03/2023 14:54:45

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Heuristic optimisation in financial modelling

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