@MISC\{IMM2000-0864,
    author       = "S. S. Nielsen",
    title        = "Mathematical Modeling and Optimization with Applications in Finance",
    year         = "2000",
    month        = "jun",
    publisher    = "",
    address      = "",
    note         = "{GAMS} Summer School",
    url          = "http://www.imm.dtu.dk/~sn/ps_files/fin_notes.pdf"
}