Pages that link to "Item:Q319831"
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The following pages link to A moment-matching method to generate arbitrage-free scenarios (Q319831):
Displaying 6 items.
- An algorithm for moment-matching scenario generation with application to financial portfolio optimisation (Q300037) (← links)
- Comment on ``An algorithm for moment-matching scenario generation with application to financial portfolio optimisation'' (Q1749530) (← links)
- Scenario tree generation and multi-asset financial optimization problems (Q2450698) (← links)
- Practical arbitrage‐free scenario tree reduction methods and their applications in financial optimization (Q4627148) (← links)
- Two-stage international portfolio models with higher moment risk measures (Q6109573) (← links)
- Value function gradient learning for large-scale multistage stochastic programming problems (Q6167416) (← links)