OPTIMAL INVESTMENT PROBLEM WITH OPTION (Q3456265): Difference between revisions
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| Property / author: Ratnesh Rajan Saxena / rank | |||
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| Property / full work available at URL: https://doi.org/10.12732/ijam.v28i4.5 / rank | |||
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Latest revision as of 23:44, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | OPTIMAL INVESTMENT PROBLEM WITH OPTION |
scientific article |
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OPTIMAL INVESTMENT PROBLEM WITH OPTION (English)
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11 December 2015
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large scale optimization
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portfolio theory
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conditional value-at-risk
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option
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stochastic simulation optimization
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