A multi-period stochastic portfolio optimization model applied for an airline company in the EU ETS (Q2926492)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A multi-period stochastic portfolio optimization model applied for an airline company in the EU ETS |
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A multi-period stochastic portfolio optimization model applied for an airline company in the EU ETS (English)
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24 October 2014
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multi-stage stochastic portfolio optimization
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airline company
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stochastic differential equations
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correlated geometric Brownian motion
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Monte Carlo simulation
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