Meimanjan, Nurtai
- Computation of systemic risk measures: a mixed-integer programming approach
2019/03/20 by Ararat, Çağın, Meimanjan, Nurtai · 1 citation
#26E25 #90C11 #90C29 #91B30 #FOS: Economics and business #FOS: Mathematics #Mathematical Finance (q-fin.MF) #Optimization and Control (math.OC) #Risk Management (q-fin.RM)