scientific article; zbMATH DE number 2051229

zbMATH Open1061.91039MaRDI QIDQ4453522FDOQ4453522

Filip Pistovčák, Thomas Breuer

Publication date: 7 March 2004

Title of this publication is not available (Why is that?)

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zbMATH Keywords

Monte Carloglobal minimumsecurity portfolios

Mathematics Subject Classification ID

Monte Carlo methods (65C05)

Cited In (2)

• Improving simulated annealing through derandomization
• Systematic scenario selection: stress testing and the nature of uncertainty

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