Practical model calibration Michael Boguslavsky, ABN-AMRO Global Equity Derivatives Presented at RISK workshop, New York, September 20-21, 2004.
Towards a Fast Heuristic for MINLP John W. Chinneck, M. Shafique Systems and Computer Engineering Carleton University, Ottawa, Canada.
Global Optimization General issues in global optimization Classification of algorithms The DIRECT algorithm – Divided rectangles – Exploration and Exploitation.
Global Optimization
Towards a Fast Heuristic for MINLP
