Pages that link to "Item:Q1278969"
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The following pages link to Discretized reality and spurious profits in stochastic programming models for asset/liability management (Q1278969):
Displaying 12 items.
- A moment-matching method to generate arbitrage-free scenarios (Q319831) (← links)
- Multistage stochastic portfolio optimisation in deregulated electricity markets using linear decision rules (Q421766) (← links)
- Hedging options under transaction costs and stochastic volatility (Q951343) (← links)
- Modeling financial reinsurance in the casualty insurance business via stochastic programming (Q951512) (← links)
- Simulation and optimization approaches to scenario tree generation (Q953641) (← links)
- No-arbitrage conditions, scenario trees, and multi-asset financial optimization (Q976498) (← links)
- A note on sample complexity of multistage stochastic programs (Q1694765) (← links)
- Optimal selection of a portfolio of options under value-at-risk constraints: a scenario approach (Q2430628) (← links)
- Multistage portfolio optimization with stocks and options (Q2811944) (← links)
- Practical arbitrage‐free scenario tree reduction methods and their applications in financial optimization (Q4627148) (← links)
- Optimal long-term Tier 1 employee pension management with an application to Chinese urban areas (Q5039636) (← links)
- Asset and liability risk management in financial markets (Q6601657) (← links)
