Pages that link to "Item:Q889540"
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The following pages link to Developing a multi-period robust optimization model considering American style options (Q889540):
Displaying 8 items.
- A closed-form solution of the multi-period portfolio choice problem for a quadratic utility function (Q492800) (← links)
- Option pricing and coordination in the fresh produce supply chain with portfolio contracts (Q513580) (← links)
- Robust portfolio optimization: a categorized bibliographic review (Q827129) (← links)
- Portfolio optimization with transaction costs: a two-period mean-variance model (Q889558) (← links)
- Option implied ambiguity and its information content: evidence from the subprime crisis (Q1615807) (← links)
- Recent advancements in robust optimization for investment management (Q1621905) (← links)
- The impact of customer returns and bidirectional option contract on refund price and order decisions (Q1755257) (← links)
- A simultaneous diagonalization based SOCP relaxation for portfolio optimization with an orthogonality constraint (Q2701425) (← links)
