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

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+Generalized autoregressive conditional heteroscedasticity
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+Scenario grouping in a progressive hedging-based meta-heuristic for stochastic network design
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+Optimization of covered call strategies
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+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
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+Risk Aversion in the Small and in the Large
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+Scenarios and Policy Aggregation in Optimization Under Uncertainty
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+Lectures on Stochastic Programming
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+Progressive hedging innovations for a class of stochastic mixed-integer resource allocation problems
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