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@ARTICLE{Gilli2010h,
  author = {Gilli, Manfred and Gro\ss{}e, Stefan and Schumann, Enrico},
  title = {Calibrating the {N}elson--{S}iegel--{S}vensson Model},
  journal = {COMISEF Working Paper Series No. 31},
  year = {2010},
  note = {available from \url{http://comisef.eu/?q=working_papers}},
  file = {:wps031.pdf:PDF},
  keywords = {NSS},
  owner = {Enrico Schumann},
  timestamp = {2010.04.26}
}

@BOOK{Gilli2011b,
  title = {Numerical Methods and Optimization in Finance},
  publisher = {Elsevier},
  year = {2011},
  author = {Gilli, Manfred and Maringer, Dietmar and Schumann, Enrico},
  owner = {Enrico Schumann},
  timestamp = {2010.10.18}
}

@ARTICLE{Gilli2010i,
  author = {Manfred Gilli and Enrico Schumann},
  title = {{A Note on `Good Starting Values' in Numerical Optimisation}},
  journal = {COMISEF Working Paper Series No. 44},
  year = {2010},
  note = {available from \url{http://comisef.eu/?q=working_papers}},
  owner = {Enrico Schumann},
  timestamp = {2009.02.14}
}

@INCOLLECTION{Gilli2009(forthcoming),
  author = {Manfred Gilli and Peter Winker},
  title = {Heuristic optimization methods in econometrics},
  booktitle = {Handbook of Computational Econometrics},
  publisher = {Wiley},
  year = {2009},
  editor = {David A. Belsley and Erricos Kontoghiorghes},
  keywords = {heuristics, heuristic optimisation},
  owner = {Enrico Schumann},
  timestamp = {2009.06.24}
}

@MANUAL{quadprog2007,
  title = {quadprog: Functions to solve Quadratic Programming Problems.},
  author = {Berwin A. Turlach and Andreas Weingessel},
  year = {2011},
  note = {R package version 1.5-4 (S original by Berwin A. Turlach; R port
	by Andreas Weingessel.)}
}

@BOOK{Venables2002,
  title = {Modern Applied Statistics with {S}},
  publisher = {Springer},
  year = {2002},
  author = {Venables, William N. and Ripley, Brian D.},
  edition = {4th},
  url = {http://www.stats.ox.ac.uk/pub/MASS4}
}

@BOOK{Winker2001,
  title = {Optimization Heuristics in Econometrics: Applications of {T}hreshold
	{A}ccepting},
  publisher = {Wiley},
  year = {2001},
  author = {Peter Winker},
  owner = {Enrico Schumann},
  timestamp = {2008.05.19}
}

