Options strategies for international portfolios with overall risk management via multi-stage stochastic programming (Q363597)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Options strategies for international portfolios with overall risk management via multi-stage stochastic programming |
scientific article; zbMATH DE number 6203957
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Options strategies for international portfolios with overall risk management via multi-stage stochastic programming |
scientific article; zbMATH DE number 6203957 |
Statements
Options strategies for international portfolios with overall risk management via multi-stage stochastic programming (English)
0 references
3 September 2013
0 references
options strategies
0 references
risk management
0 references
multi-stage stochastic programming
0 references
Greek letters
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.8163604736328125
0 references
0.7708712816238403
0 references
0.7702207565307617
0 references
0.750077486038208
0 references
0.7405558824539185
0 references