Pages that link to "Item:Q2450698"
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The following pages link to Scenario tree generation and multi-asset financial optimization problems (Q2450698):
Displayed 8 items.
- Options strategies for international portfolios with overall risk management via multi-stage stochastic programming (Q363597) (← links)
- A study on modeling the dynamics of statistically dependent returns (Q1782797) (← links)
- Multi-stage scenario generation by the combined moment matching and scenario reduction method (Q1785257) (← links)
- Importance sampling in stochastic optimization: an application to intertemporal portfolio choice (Q2183315) (← links)
- Scenario generation in stochastic programming using principal component analysis based on moment-matching approach (Q2307992) (← links)
- No-arbitrage bounds for financial scenarios (Q2356278) (← links)
- A multistage stochastic programming framework for cardinality constrained portfolio optimization (Q2402875) (← links)
- Practical arbitrage‐free scenario tree reduction methods and their applications in financial optimization (Q4627148) (← links)