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Designing proxies for stock market indices is computationally hard^* 

Authors: M-Y. Kao ^a; S. R. Tate ^b

Affiliations:	a Department of Computer Science, Yale University, New Haven, CT 06520, USA.
	b Department of Computer Science, University of North Texas, Denton, TX 76203, USA.

DOI: 10.1080/713665725

Publication Frequency: 8 issues per year

Published in: Quantitative Finance, Volume 1, Issue 3 March 2001 , pages 361 - 371

Subjects: Applied Mathematics; Business Mathematics; Finance & Accounting; Financial Mathematics;

Formats available: PDF (English)

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