Pages that link to "Item:Q300037"
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The following pages link to An algorithm for moment-matching scenario generation with application to financial portfolio optimisation (Q300037):
Displaying 4 items.
- Comment on ``An algorithm for moment-matching scenario generation with application to financial portfolio optimisation'' (Q1749530) (← links)
- Expected shortfall: heuristics and certificates (Q1754277) (← links)
- A New Scenario Reduction Method Based on Higher-Order Moments (Q5106389) (← links)
- Value function gradient learning for large-scale multistage stochastic programming problems (Q6167416) (← links)
