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Computation and analysis for a constrained entropy optimization problem in finance

Computation and analysis for a constrained entropy optimization problem in finance

Changhong He; Thomas F. Coleman; Yuying Li

作者Changhong He; Thomas F. Coleman; Yuying Li
卷第222卷
期第1期
印刷ISSN0377-0427
文件大小356.41KB
发表时间2008
DOI10.1016/j.cam.2007.10.016
页码159-174

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