 Wysłany: Czw 3:40, 07 Kwi 2011 Temat postu: Probability measure based on multi- asset option p |
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| Probability measure based on multi- asset option pricing
teDepartment, DongbeiUniversityofFinance & Economics,timberland shoes, Dalian116025, P. R. China) [Abstract] Basedonthetheoryofthemethodofminimumelementsusedforsolvingthetransportationproblemwhoseobjectiveisminimum, itismodifiedandspreadproperlyaswellasappliedtosolvethetransportationprob-lemwhoseobjectiveismaximum. Thiskindofproblem'Smathematicalmodelispresented, solvingalgorithmandthetheoryonwhichthealgorithmdepends. Thealgorithmisdemonstratedtobefeasiblebysolvingconcretein-stances. [Keywords] transportationproblemminimumvaluemethodofminimumelementsmaximumvalue ( pick No. 1686 on ) revisited. NorwegianUniversityofScienceandTechnologyWorking |
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