A Matlab-based rapid method for computing lattice-subspaces and vector sublattices of Rn: Applications in portfolio insurance

Citation:

Katsikis, V. N. (2009). A Matlab-based rapid method for computing lattice-subspaces and vector sublattices of Rn: Applications in portfolio insurance. Applied Mathematics and Computation, 215, 961–972. Elsevier. Copy at http://www.tinyurl.com/y2n2r26z