Risk management for international portfolios with basket options: A multi-stage stochastic programming approach (Q256732)
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scientific article; zbMATH DE number 6553044
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| English | Risk management for international portfolios with basket options: A multi-stage stochastic programming approach |
scientific article; zbMATH DE number 6553044 |
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Risk management for international portfolios with basket options: A multi-stage stochastic programming approach (English)
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10 March 2016
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basket options
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options applications
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portfolio optimization
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risk management
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stochastic programming
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0.8163604736328125
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0.7680876851081848
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0.7477559447288513
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0.7183095812797546
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