Pages that link to "Item:Q3114818"
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The following pages link to Comment on “Generating Scenario Trees for Multistage Decision Problems” (Q3114818):
Displaying 30 items.
- Generating Scenario Trees for Multistage Decision Problems (Q139592) (← links)
- Risk management for international portfolios with basket options: A multi-stage stochastic programming approach (Q256732) (← links)
- A moment-matching method to generate arbitrage-free scenarios (Q319831) (← links)
- Options strategies for international portfolios with overall risk management via multi-stage stochastic programming (Q363597) (← links)
- Scenario tree generation approaches using K-means and LP moment matching methods (Q442753) (← links)
- Evaluation of insurance products with guarantee in incomplete markets (Q939370) (← links)
- No-arbitrage conditions, scenario trees, and multi-asset financial optimization (Q976498) (← links)
- Discretized reality and spurious profits in stochastic programming models for asset/liability management (Q1278969) (← links)
- Scenarios in decision-support systems: Generation, estimation, and choice (Q1284316) (← links)
- Multiperiod portfolio investment using stochastic programming with conditional value at risk (Q1652255) (← links)
- A study on modeling the dynamics of statistically dependent returns (Q1782797) (← links)
- No-arbitrage ROM simulation (Q1994590) (← links)
- Optimal investment for a retirement plan with deferred annuities (Q2034150) (← links)
- Optimal investment for a retirement plan with deferred annuities allowing for inflation and labour income risk (Q2242405) (← links)
- A stochastic programming approach for multi-period portfolio optimization (Q2271799) (← links)
- No-arbitrage bounds for financial scenarios (Q2356278) (← links)
- Financial planning for Young households (Q2393342) (← links)
- A multistage stochastic programming asset-liability management model: an application to the Brazilian pension fund industry (Q2402577) (← links)
- Scenario tree generation and multi-asset financial optimization problems (Q2450698) (← links)
- A dynamic stochastic programming model for international portfolio management (Q2464234) (← links)
- Calculating risk neutral probabilities and optimal portfolio policies in a dynamic investment model with downside risk control (Q2464235) (← links)
- A combined stochastic programming and optimal control approach to personal finance and pensions (Q2516635) (← links)
- Dynamic hedging of basket options under proportional transaction costs using receding horizon control (Q3654580) (← links)
- Pricing Reinsurance Contracts (Q4613815) (← links)
- A parsimonious model for generating arbitrage-free scenario trees (Q5001123) (← links)
- Optimal long-term Tier 1 employee pension management with an application to Chinese urban areas (Q5039636) (← links)
- Lifetime consumption and investment with housing, deferred annuities and home equity release (Q5068075) (← links)
- Cash management using multi-stage stochastic programming (Q5190135) (← links)
- Dynamic option hedging via stochastic model predictive control based on scenario simulation (Q5247231) (← links)
- Knowledge-based scenario tree generation methods and application in multiperiod portfolio selection problem (Q6570573) (← links)