External Links

Cite Key

Statistics

  • References: 0
  • Cited by: 0
  • Reviews: 0
  • Bibliographies: 0

PDF

Researchr

Researchr is a web site for finding, collecting, sharing, and reviewing scientific publications, for researchers by researchers.

Sign up for an account to create a profile with publication list, tag and review your related work, and share bibliographies with your co-authors.

Time-varying minimum-cost portfolio insurance under transaction costs problem via Beetle Antennae Search Algorithm (BAS)

Vasilios N. Katsikis, Spyridon D. Mourtas, Predrag S. Stanimirovic, Shuai Li 0002, Xinwei Cao. Time-varying minimum-cost portfolio insurance under transaction costs problem via Beetle Antennae Search Algorithm (BAS). Applied Mathematics and Computation, 385:125453, 2020. [doi]

Abstract

Abstract is missing.

runs on