Stochastic programming models in financial optimization: a survey

MaRDI QIDQ3415797zbMATH OpenFDO

Authors Liyong Yu, Xiaodong Ji

Publication date 19 January 2007

Full work available at URL http://www.ici.ro/camo/journal/v5n1.htm

zbMATH Keywords

Stochastic ProgrammingFinancial OptimizationRisk ManagementScenario Generation

Mathematics Subject Classification ID

Stochastic programming (90C15)

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