Global Optimization of Costly Nonconvex Functions, with Financial Applications. Hellström, T. & Holmström, K. Theory of Stochastic Processes, 7(23):121--141, 2001. bibtex @article{ HellHol01,
author = {Thomas Hellström and Kenneth Holmström},
journal = {Theory of Stochastic Processes},
number = {23},
pages = {121--141},
title = {Global Optimization of Costly Nonconvex Functions, with Financial Applications},
volume = {7},
year = {2001}
}
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