{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,3,14]],"date-time":"2026-03-14T23:55:43Z","timestamp":1773532543534,"version":"3.50.1"},"publisher-location":"Boston, MA","reference-count":29,"publisher":"Springer US","isbn-type":[{"value":"9780387747583","type":"print"},{"value":"9780387747590","type":"electronic"}],"license":[{"start":{"date-parts":[[2008,1,1]],"date-time":"2008-01-01T00:00:00Z","timestamp":1199145600000},"content-version":"tdm","delay-in-days":0,"URL":"https:\/\/www.springer.com\/tdm"},{"start":{"date-parts":[[2008,1,1]],"date-time":"2008-01-01T00:00:00Z","timestamp":1199145600000},"content-version":"vor","delay-in-days":0,"URL":"https:\/\/www.springer.com\/tdm"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":[],"published-print":{"date-parts":[[2008]]},"DOI":"10.1007\/978-0-387-74759-0_583","type":"book-chapter","created":{"date-parts":[[2008,8,25]],"date-time":"2008-08-25T11:08:03Z","timestamp":1219662483000},"page":"3396-3404","source":"Crossref","is-referenced-by-count":3,"title":["Semi-infinite Programming and Applications in Finance"],"prefix":"10.1007","author":[{"given":"K. O.","family":"Kortanek","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Vladimir G.","family":"Medvedev","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"297","reference":[{"key":"583_CR1_583","volume-title":"Option Embedded Bonds","author":"K. Back","year":"1996","unstructured":"Back K (1996) Yield curve models: A\u00a0mathematical review. In: Ledermann J, Klein R, Nelkin I (eds) Option Embedded Bonds. Irwin\n            Publ, Toronto"},{"key":"583_CR2_583","volume-title":"Financial calculus, an introduction to derivative pricing","author":"M. Baxter","year":"1997","unstructured":"Baxter M, Rennie A (1997) Financial calculus, an introduction to derivative pricing. Cambridge Univ Press,\n            Cambridge"},{"key":"583_CR3_583","doi-asserted-by":"publisher","first-page":"1209","DOI":"10.2307\/2328983","volume":"47","author":"K.C. Chan","year":"1992","unstructured":"Chan KC, Karolyi GA, Longstaff FA, Sanders AB (1992) An empirical comparison of alternative models of the short-term interest\n            rate. J\u00a0Finance 47:1209\u20131227","journal-title":"J. Finance"},{"key":"583_CR4_583","doi-asserted-by":"crossref","first-page":"113","DOI":"10.1287\/mnsc.12.1.113","volume":"12","author":"A. Charnes","year":"1965","unstructured":"Charnes A, Cooper WW, Kortanek KO (1965) On representation of semi-infinite programs which have no duality gaps. Managem Sci\n            12:113\u2013121","journal-title":"Managem. Sci."},{"key":"583_CR5_583","volume-title":"The estimating of state for dynamic systems","author":"F.L. Chernousko","year":"1989","unstructured":"Chernousko FL (1989) The estimating of state for dynamic systems. Nauka, Moscow"},{"key":"583_CR6_583","volume-title":"Constructive methods of optimization. Part 2. Control problems","author":"R. Gabasov","year":"1984","unstructured":"Gabasov R, Kirillova FM, Kostyukova OI (1984) Constructive methods of optimization. Part 2. Control problems. Univ Press Belarus, Minsk"},{"key":"583_CR7_583","unstructured":"Gabasov R, Kirillova FM, Prischepova S\n         Optimal feedback control. no. 207 in Lecture Notes Economics and Inform. Systems. Springer, Berlin"},{"key":"583_CR8_583","series-title":"Appl. Math. Sci.","doi-asserted-by":"crossref","DOI":"10.1007\/978-1-4612-1142-6","volume-title":"Linear optimization and approximation","author":"K. Glashoff","year":"1983","unstructured":"Glashoff K, Gustafson S-\u00c5 (1983) Linear optimization and approximation. Appl Math Sci, vol\u00a045. Springer, Berlin"},{"key":"583_CR9_583","doi-asserted-by":"publisher","first-page":"343","DOI":"10.1137\/0707026","volume":"7","author":"S.-\u00c5 Gustafson","year":"1970","unstructured":"Gustafson S-\u00c5 (1970) On the computational solution of a\u00a0class of generalized moment problems. SIAM J Numer Anal\n            7:343\u2013357","journal-title":"SIAM J. Numer. Anal."},{"key":"583_CR10_583","doi-asserted-by":"crossref","unstructured":"Gustafson S-\u00c5 (1983) A\u00a0three phase algorithm for semi-infinite programs. In: Fiacco AV, Kortanek KO (eds)\n            Semi-Infinite Programming and Applications. In: Lecture Notes Economics and Math Systems, no 215. Springer, Berlin","DOI":"10.1007\/978-3-642-46477-5_10"},{"key":"583_CR11_583","doi-asserted-by":"publisher","first-page":"477","DOI":"10.1002\/nav.3800200310","volume":"20","author":"S.-\u00c5. Gustafson","year":"1973","unstructured":"Gustafson S-\u00c5, Kortanek KO (1973) Numerical treatment of a\u00a0class of semi-infinite programming problems. Naval Res Logist\n            Quart 20:477\u2013504","journal-title":"Naval Res. Logist. Quart."},{"key":"583_CR12_583","first-page":"463","volume-title":"Systems and Management Sci. by Extremal Methods Research Honoring Abraham Charnes at Age 70","author":"S.-\u00c5 Gustafson","year":"1992","unstructured":"Gustafson S-\u00c5, Kortanek KO (1992) Semi-infinite programming-recent trends of development. In: Phillips FY, Rousseau JJ\n            (eds) Systems and Management Sci by Extremal Methods Research Honoring Abraham Charnes at Age 70. Kluwer, Dordrecht, pp 463\u2013478"},{"key":"583_CR13_583","doi-asserted-by":"publisher","first-page":"335","DOI":"10.1137\/0707025","volume":"7","author":"S.-\u00c5 Gustafson","year":"1970","unstructured":"Gustafson S-\u00c5, Kortanek KO, Rom WO (1970) Non\u2010Chebysevian moment problems. SIAM J Numer Anal 7:335\u2013342","journal-title":"SIAM J. Numer. Anal."},{"key":"583_CR14_583","doi-asserted-by":"publisher","first-page":"380","DOI":"10.1137\/1035089","volume":"35","author":"R. Hettich","year":"1993","unstructured":"Hettich R, Kortanek KO (1993) Semi-infinite programming: Theory, methods, and applications. SIAM Rev\n            35:380\u2013429","journal-title":"SIAM Rev."},{"key":"583_CR15_583","volume-title":"Options, futures, and other derivative securities","author":"J.C. Hull","year":"1997","unstructured":"Hull JC (1997) Options, futures, and other derivative securities, 3rd edn. Prentice-Hall, Englewood Cliffs"},{"key":"583_CR16_583","first-page":"34","volume":"821","author":"R.E. Kalman","year":"1960","unstructured":"Kalman RE (1960) A\u00a0new approach to linear filtering and prediction problems. J\u00a0Basic Engineering\n            821:34\u201345","journal-title":"J. Basic Engineering"},{"key":"583_CR17_583","doi-asserted-by":"crossref","first-page":"53","DOI":"10.1142\/9789812812599_0003","volume-title":"Quantitative Analysis in Financial Markets","author":"K.O. Kortanek","year":"1999","unstructured":"Kortanek KO, Medvedev VG (1999) Models for estimating the structure of interest rates from observations of yield curves. In:\n            Avellaneda M (ed) Quantitative Analysis in Financial Markets. World Sci, Singapore, pp 53\u2013120"},{"key":"583_CR18_583","series-title":"Nonconvex Optim. Appl.","doi-asserted-by":"crossref","first-page":"323","DOI":"10.1007\/978-1-4757-2868-2_10","volume-title":"Semi-infinite Programming","author":"K.O. Kortanek","year":"1998","unstructured":"Kortanek KO, Moulin P (1998) Semi-infinite programming in orthogonal wavelet filter design. In: Reemtsen R and R\u00dcckmann J-J\n            (eds) Semi-infinite Programming. Nonconvex Optim Appl. Kluwer, Dordrecht, pp 323\u2013357"},{"key":"583_CR19_583","doi-asserted-by":"publisher","first-page":"555","DOI":"10.1016\/0022-247X(82)90214-1","volume":"88","author":"K.O. Kortanek","year":"1982","unstructured":"Kortanek KO, Yamasaki M (1982) Semi-infinite transportation problems. J\u00a0Math Anal Appl 88:555\u2013565","journal-title":"J. Math. Anal. Appl."},{"key":"583_CR20_583","unstructured":"Kostyukova OI (Sept. 1995)\n         Investigation of the linear extremal problem with continuum constraints. Prepr Inst Math Acad Sci BSSR 26(336)"},{"key":"583_CR21_583","volume-title":"Theory of control with movement","author":"N.N. Krasovsky","year":"1976","unstructured":"Krasovsky NN (1976) Theory of control with movement. Nauka, Moscow"},{"key":"583_CR22_583","volume-title":"Control and observation in indefiniteness conditions","author":"A.B. Kurzansky","year":"1977","unstructured":"Kurzansky AB (1977) Control and observation in indefiniteness conditions. Nauka, Moscow"},{"key":"583_CR23_583","first-page":"913","volume":"1","author":"G. Medvedev","year":"1996","unstructured":"Medvedev G, Cox SH (1996) The market price of risk for affine interest rate term structures, Proc 6th Internat AFIR-Colloq\n            Aktuarielle Ans\u00e4tze f\u00fcr Finanz-Risken AFIR 1996 (Nuremberg), vol\u00a01. VVW Karsruhe, Karlsruhe, pp 913\u2013924","journal-title":"Proc. 6th Internat. AFIR-Colloq. Aktuarielle Ans\u00e4tze f\u00fcr Finanz-Risken AFIR 1996 (Nuremberg)"},{"key":"583_CR24_583","first-page":"275","volume":"14","author":"V.G. Medvedev","year":"1994","unstructured":"Medvedev VG (1994) Optimal observations of initial state and input disturbances for dynamic systems. SAMS\n            14:275\u2013288","journal-title":"SAMS"},{"key":"583_CR25_583","first-page":"93","volume":"16","author":"V.G. Medvedev","year":"1994","unstructured":"Medvedev VG (1994) Positional algorithm for optimal observations of linear dynamical systems. SAMS\n            16:93\u2013111","journal-title":"SAMS"},{"key":"583_CR26_583","doi-asserted-by":"publisher","first-page":"177","DOI":"10.1016\/0304-405X(77)90016-2","volume":"5","author":"O. Vasicek","year":"1977","unstructured":"Vasicek O (1977) An equilibrium characterization of the term structure. J\u00a0Financial Economics 5:177\u2013188","journal-title":"J. Financial Economics"},{"key":"583_CR27_583","doi-asserted-by":"publisher","first-page":"139","DOI":"10.1016\/0167-6687(94)00009-3","volume":"14","author":"K.R. Vetzal","year":"1994","unstructured":"Vetzal KR (1994) A\u00a0survey of stochastic continuous time models of the term structure of interest rates. Insurance: Math and\n            Economics 14:139\u2013161","journal-title":"Insurance: Math. and Economics"},{"key":"583_CR28_583","doi-asserted-by":"crossref","DOI":"10.7551\/mitpress\/2946.001.0001","volume-title":"The extrapolation, interpolation, and smoothing of stationary Time series","author":"N. Wiener","year":"1949","unstructured":"Wiener N (1949) The extrapolation, interpolation, and smoothing of stationary Time series. Wiley, New York"},{"key":"583_CR29_583","volume-title":"The mathematics of financial derivatives, a\u00a0student introduction","author":"P. Wilmot","year":"1997","unstructured":"Wilmot P, Howson S, Dewyne J (1997) The mathematics of financial derivatives, a\u00a0student introduction. Cambridge Univ Press,\n            Cambridge"}],"container-title":["Encyclopedia of Optimization"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/link.springer.com\/content\/pdf\/10.1007\/978-0-387-74759-0_583","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2024,7,11]],"date-time":"2024-07-11T10:36:05Z","timestamp":1720694165000},"score":1,"resource":{"primary":{"URL":"https:\/\/link.springer.com\/10.1007\/978-0-387-74759-0_583"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2008]]},"ISBN":["9780387747583","9780387747590"],"references-count":29,"URL":"https:\/\/doi.org\/10.1007\/978-0-387-74759-0_583","relation":{},"subject":[],"published":{"date-parts":[[2008]]}}}