Adam Hayes, Ph.D., CFA, is a financial writer with 15+ years Wall Street experience as a derivatives trader. Besides his extensive derivative trading expertise, Adam is an expert in economics and ...
Carla Tardi is a technical editor and digital content producer with 25+ years of experience at top-tier investment banks and money-management firms. Robert Kelly is managing director of XTS Energy LLC ...
can be solved by solving an equivalent linear complementarity problem when H is positive semidefinite. The approach is outlined in the discussion of the LCP subroutine in Chapter 17, "Language ...