Practical volume computation of structured convex bodies, and an application to modeling portfolio dependencies and financial crises

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Authors: Cales, Ludovic; Chalkis, Apostolos; Emiris, Ioannis Z.; Fisikopoulos, Vissarion

Journal title: 34th International Symposium on Computational Geometry (SoCG 2018)

Journal number: 99

Journal publisher: Schloss Dagstuhl--Leibniz-Zentrum fuer Informatik

Published year: 2018

DOI identifier: 10.4230/LIPIcs.SoCG.2018.19