A quasi-Newton algorithm for continuous minimax with applications to risk management in finance
Author(s)
Howe, Melendres Amoro
Type
Thesis
Version
Open Access
Date Issued
1994
Date Awarded
1994
Format Extent
3358534 bytes
Copyright Statement
Attribution NoDerivatives 4.0 International Licence (CC BY-ND)
Creator
Howe, Melendres Amoro
Publisher Institution
Imperial College London
Qualification Level
Doctoral
Qualification Name
Doctor of Philosophy (PhD)
Author Permission
Not granted