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

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