scientific article; zbMATH DE number 1984256

MaRDI QIDQ4428690zbMATH OpenFDO

Authors Jonathan M. Jacobs, Gary L. Schultz

Publication date 22 September 2003

zbMATH Keywords

portfolio hedgingrisk managementscenario indexesuncertainty

Mathematics Subject Classification ID

Stochastic programming (90C15) Applications of mathematical programming (90C90) Economic models of real-world systems (e.g., electricity markets, etc.) (91B74)

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