Pages that link to "Item:Q976498"
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The following pages link to No-arbitrage conditions, scenario trees, and multi-asset financial optimization (Q976498):
Displayed 23 items.
- Risk management for international portfolios with basket options: A multi-stage stochastic programming approach (Q256732) (← links)
- A clustering approach for scenario tree reduction: an application to a stochastic programming portfolio optimization problem (Q287624) (← links)
- A moment-matching method to generate arbitrage-free scenarios (Q319831) (← links)
- A framework for crude oil scheduling in an integrated terminal-refinery system under supply uncertainty (Q322948) (← links)
- Multistage stochastic portfolio optimisation in deregulated electricity markets using linear decision rules (Q421766) (← links)
- Scenario tree generation approaches using K-means and LP moment matching methods (Q442753) (← links)
- Designing and pricing guarantee options in defined contribution pension plans (Q896773) (← links)
- A note on sample complexity of multistage stochastic programs (Q1694765) (← links)
- Random orthogonal matrix simulation with exact means, covariances, and multivariate skewness (Q1694926) (← links)
- No-arbitrage ROM simulation (Q1994590) (← links)
- Arbitrage conditions for electricity markets with production and storage (Q2010377) (← links)
- Optimal investment for a retirement plan with deferred annuities (Q2034150) (← links)
- Optimal investment for a retirement plan with deferred annuities allowing for inflation and labour income risk (Q2242405) (← links)
- Warm-start heuristic for stochastic portfolio optimization with fixed and proportional transaction costs (Q2247929) (← 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)
- Financial planning for Young households (Q2393342) (← links)
- Scenario tree generation and multi-asset financial optimization problems (Q2450698) (← links)
- A linear risk-return model for enhanced indexation in portfolio optimization (Q2516640) (← links)
- Comparison of Sampling Methods for Dynamic Stochastic Programming (Q4613830) (← links)
- Practical arbitrage‐free scenario tree reduction methods and their applications in financial optimization (Q4627148) (← links)
- A parsimonious model for generating arbitrage-free scenario trees (Q5001123) (← links)
- (Q5179076) (← links)