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4 - Mathematical Programs with Equilibrium Constraints: Automatic Reformulation and Solution via Constrained Optimization
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- Frontiers in Applied General Equilibrium Modeling
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- 17 January 2005, pp 67-94
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2 - Some financial optimization models: II Financial engineering
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- Financial Optimization
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- 20 May 1993, pp 37-71
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1 - Some financial optimization models: I Risk management
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- Financial Optimization
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- 20 May 1993, pp 3-36
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