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Practical Financial Optimization: A Library of GAMS Models (The Wiley Finance Series)
Автор: Soren S Nielson, Andrea Consiglio, 200 стр., ISBN: 1405133716This companion book thoroughly describes the actual implementation of the majority of the models developed in Practical Financial Optimization, in the General Algebraic Modelling System, GAMS. In addition, the volume contains executable versions of these models, and a CD containing the software needed to execute them.
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