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上一条: Deren Han, Xun Li, Jie Sun, and Defeng Sun, “Bounding Option Prices of Multi-Asset: A Semidefinite Programming Approach”, Pacific Journal of Optimization, 1:59-79
下一条: Deren Han, “A truly globally convergent feasible Newton-type method for mixed complementarity problems”, Journal of Computational Mathematics, 22: 347-360