The following pages link to Rui Peng Liu (Q2184084):
Displaying 5 items.
- Risk neutral reformulation approach to risk averse stochastic programming (Q2184085) (← links)
- MULTIFRACTALITY AND LONG-RANGE DEPENDENCE OF ASSET RETURNS: THE SCALING BEHAVIOR OF THE MARKOV-SWITCHING MULTIFRACTAL MODEL WITH LOGNORMAL VOLATILITY COMPONENTS (Q3603957) (← links)
- Risk-Averse Stochastic Programming: Time Consistency and Optimal Stopping (Q5106377) (← links)
- On Feasibility of Sample Average Approximation Solutions (Q5116547) (← links)
- Risk averse stochastic programming: time consistency and optimal stopping (Q6306085) (← links)
