OPTIMAL INVESTMENT PROBLEM WITH OPTION (Q3456265): Difference between revisions
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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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