Handbook of recent advances in commodity and financial modeling. Quantitative methods in banking, finance, insurance, energy and commodity markets

DOI10.1007/978-3-319-61320-8zbMATH Open1386.91012OpenAlexW4243804605MaRDI QIDQ1707171FDOQ1707171

Authors:

Publication date: 28 March 2018

Published in: International Series in Operations Research & Management Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-61320-8

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Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Management decision making, including multiple objectives (90B50) Applications of mathematical programming (90C90) Portfolio theory (91G10) Collections of articles of miscellaneous specific interest (00B15) Proceedings, conferences, collections, etc. pertaining to game theory, economics, and finance (91-06)

Cited In (4)

• Commodities, energy and environmental finance. Selected papers based on the presentations at the focus program, Toronto, Canada, August 2013
• Personalized goal-based investing via multi-stage stochastic goal programming
• Laplace transforms of stochastic integrals and the pricing of Bermudan swaptions
• Preface: Advances of OR in commodities and financial modelling

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