Options strategies for international portfolios with overall risk management via multi-stage stochastic programming

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Publication:363597

DOI10.1007/s10479-013-1375-7zbMath1271.91097OpenAlexW2154562380MaRDI QIDQ363597

Liyan Han, Libo Yin

Publication date: 3 September 2013

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10479-013-1375-7




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