BibTeX record journals/mmor/ChenPML16

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@article{DBLP:journals/mmor/ChenPML16,
  author       = {Shuang Chen and
                  Li{-}Ping Pang and
                  Xuefei Ma and
                  Dan Li},
  title        = {{SAA} method based on modified Newton method for stochastic variational
                  inequality with second-order cone constraints and application in portfolio
                  optimization},
  journal      = {Math. Methods Oper. Res.},
  volume       = {84},
  number       = {1},
  pages        = {129--154},
  year         = {2016},
  url          = {https://doi.org/10.1007/s00186-016-0537-1},
  doi          = {10.1007/S00186-016-0537-1},
  timestamp    = {Fri, 31 Jul 2020 08:03:10 +0200},
  biburl       = {https://dblp.org/rec/journals/mmor/ChenPML16.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

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