Ladislav Halada, Mária Lucká, Igor Melichercik. Multiperiod Portfolio Management Using Parallel Interior Point Method. In Gerhard R. Joubert, Wolfgang E. Nagel, Frans J. Peters, Wolfgang V. Walter, editors, Parallel Computing: Software Technology, Algorithms, Architectures and Applications, PARCO 2003, Dresden, Germany. Volume 13 of Advances in Parallel Computing, pages 853-860, Elsevier, 2003.
Abstract is missing.