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The relaxation method has enjoyed an intensive development during many decades and this new edition of this comprehensive text reflects in particular the main achievements in the …
Static hedge portfolios for barrier options are very sensitive with respect to changes of the volatility surface. To prevent potentially significant hedging losses this book …
The goal of this book is to present the main ideas and techniques in the field of continuous smooth and nonsmooth optimization. Starting with the case of differentiable data and …
This book presents the state-of-the-art methods in Linear Integer Programming, including some new algorithms and heuristic methods developed by the authors in recent years. Topics …
This monograph deals with problems of dynamical reconstruction of unknown variable characteristics (distributed or boundary disturbances, coefficients ofoperator etc.) for various …
Die zweite, berarbeitete und erweiterte Auflage dieses Lehrbuchs liefert eine fundierte mathematische Einf hrung in die Thematik. Besonderer Wert wird auf m glichst einfache …