1971数学简单数值题short
Cheapest Two-Book Hedge 1
题目
Two hedge books carry different quadratic slippage penalties but must deliver one joint exposure target. Minimize L(x,y) = 1x^2 + 4y^2 subject to 1x + 2y = 10.
解题计时
0:00
提交作答时记录，用于后续平均用时统计。
你的答案
x
y
题目
Two hedge books carry different quadratic slippage penalties but must deliver one joint exposure target. Minimize L(x,y) = 1x^2 + 4y^2 subject to 1x + 2y = 10.
解题计时
0:00
提交作答时记录，用于后续平均用时统计。
你的答案
x
y