Robust portfolio optimization with derivative insurance guarantees
From MaRDI portal
Publication:531475
DOI10.1016/j.ejor.2010.09.027zbMath1210.91128OpenAlexW1972539754MaRDI QIDQ531475
Daniel Kuhn, Steve Zymler, Berc Rustem
Publication date: 29 April 2011
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2010.09.027
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