Pages that link to "Item:Q5001123"
From MaRDI portal
The following pages link to A parsimonious model for generating arbitrage-free scenario trees (Q5001123):
Displayed 15 items.
- A copula-based scenario tree generation algorithm for multiperiod portfolio selection problems (Q827151) (← links)
- Designing and pricing guarantee options in defined contribution pension plans (Q896773) (← links)
- Pricing and hedging GDP-linked bonds in incomplete markets (Q1657210) (← links)
- Multi-stage portfolio selection problem with dynamic stochastic dominance constraints (Q2149614) (← links)
- Integrated dynamic models for hedging international portfolio risks (Q2183309) (← links)
- Geometry of quantum phase transitions (Q2187811) (← links)
- Optimal investment for a retirement plan with deferred annuities allowing for inflation and labour income risk (Q2242405) (← links)
- Scenario generation in stochastic programming using principal component analysis based on moment-matching approach (Q2307992) (← links)
- Stochastic debt sustainability analysis for sovereigns and the scope for optimization modeling (Q2401250) (← links)
- A multistage stochastic programming asset-liability management model: an application to the Brazilian pension fund industry (Q2402577) (← links)
- Practical arbitrage‐free scenario tree reduction methods and their applications in financial optimization (Q4627148) (← links)
- Personalized goal-based investing via multi-stage stochastic goal programming (Q4991038) (← links)
- Risk Management for Sustainable Sovereign Debt Financing (Q5003712) (← links)
- Lifetime consumption and investment with housing, deferred annuities and home equity release (Q5068075) (← links)
- New trends in nonequilibrium statistical mechanics: classical and quantum systems (Q5856923) (← links)