Optimization of covered calls under uncertainty (Q2218910): Difference between revisions

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+https://doi.org/10.1007/s11081-020-09492-0
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+W3009526543
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+Generalized autoregressive conditional heteroscedasticity
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@@ Property / cites work @@
+Scenario grouping in a progressive hedging-based meta-heuristic for stochastic network design
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@@ Property / cites work @@
+Optimization of covered call strategies
@@ Property / cites work: Optimization of covered call strategies / rank @@
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@@ Property / cites work @@
+Obtaining lower bounds from the progressive hedging algorithm for stochastic mixed-integer programs
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+A heuristic for moment-matching scenario generation
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+Q4223182
@@ Property / cites work: Q4223182 / rank @@
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@@ Property / cites work @@
+Risk Aversion in the Small and in the Large
@@ Property / cites work: Risk Aversion in the Small and in the Large / rank @@
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@@ Property / cites work @@
+Scenarios and Policy Aggregation in Optimization Under Uncertainty
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@@ Property / cites work @@
+Lectures on Stochastic Programming
@@ Property / cites work: Lectures on Stochastic Programming / rank @@
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@@ Property / cites work @@
+Progressive hedging innovations for a class of stochastic mixed-integer resource allocation problems
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@@ links / mardi / name / links / mardi / name @@
+Publication:2218910