Title of article
Modelling and solving central cycle problems with integer programming
Author/Authors
L. R. Foulds، نويسنده , , J. M. Wilson، نويسنده , , T. Yamaguchi، نويسنده ,
Issue Information
دوهفته نامه با شماره پیاپی سال 2004
Pages
13
From page
1083
To page
1095
Abstract
Black–Scholes formula;
European call option;
European put option;
Fuzzy numbers;
Fuzzy random variables;
Optimization;
Put–call parity
Keywords
Cycle centroid , Cycle median , Integer programming , Location , Graph , Cycle centre
Journal title
Computers and Operations Research
Serial Year
2004
Journal title
Computers and Operations Research
Record number
928069
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