Pages that link to "Item:Q2811944"
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The following pages link to Multistage portfolio optimization with stocks and options (Q2811944):
Displaying 4 items.
- Portfolio optimization model with and without options under additional constraints (Q2217040) (← links)
- A multistage stochastic programming framework for cardinality constrained portfolio optimization (Q2402875) (← links)
- Constructing branching trees of geostatistical simulations (Q2676486) (← links)
- Practical arbitrage‐free scenario tree reduction methods and their applications in financial optimization (Q4627148) (← links)