activity
20102024
most citedNumerical and analytical methods for bond pricing in short rate convergence models of interest rates

2 citations · 3 across the 10 of their papers we have counts for

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Showing 2014Show all

2 papers · 1 filter

math.OC2014

Application of the Enhanced Semidefinite Relaxation Method to Construction of the Optimal Anisotropy Function

Daniel Sevcovic, Maria Trnovska

In this paper we propose and apply the enhanced semidefinite relaxation technique for solving a class of non-convex quadratic optimization problems. The approach is based on enhanc…

math.OC2014

Solution to the Inverse Wulff Problem by Means of the Enhanced Semidefinite Relaxation Method

Daniel Sevcovic, Maria Trnovska

We propose a novel method of resolving the optimal anisotropy function. The idea is to construct the optimal anisotropy function as a solution to the inverse Wulff problem, i.e. as…