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Archivo Abierto Institucional de la Universidad Carlos III de Madrid >
Browsing by Author Nogales Martín, Francisco Javier
Showing results 1 to 5 of 5
| Issue Date | Title | Author(s) | Type | | Jan-2001 | A decomposition procedure based on approximate newton directions | Conejo, A.J.; Nogales Martín, Francisco Javier; Prieto, Francisco J. | workingPaper |
| Apr-2004 | An interior-point method for mpecs based on strictly feasible relaxations. | Miguel, Angel Víctor de; Friedlander, Michael P.; Nogales Martín, Francisco Javier; Scholtes, Stefan | workingPaper |
| Jan-2009 | Dynamic interest-rate modelling in incomplete markets | Pérez Colino, Jesús | doctoralThesis; Tesis |
| Jun-2010 | Multivariate volatility models in financial risk management and portfolio selection | Alves Portela Santos, André | doctoralThesis; Tesis |
| Apr-2004 | On the relationship between bilevel decomposition algorithms and direct interior-point methods. | Miguel, Angel Víctor de; Nogales Martín, Francisco Javier | workingPaper |
Showing results 1 to 5 of 5
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