Risk management for international portfolios with basket options: A multi-stage stochastic programming approach (Q256732)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Risk management for international portfolios with basket options: A multi-stage stochastic programming approach |
scientific article |
Statements
Risk management for international portfolios with basket options: A multi-stage stochastic programming approach (English)
0 references
10 March 2016
0 references
basket options
0 references
options applications
0 references
portfolio optimization
0 references
risk management
0 references
stochastic programming
0 references
0 references
0 references
0 references
0 references