Pages that link to "Item:Q5001128"
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The following pages link to Modeling and evaluation of the option book hedging problem using stochastic programming (Q5001128):
Displaying 3 items.
- Valuing portfolios of interdependent real options using influence diagrams and simulation-and-regression: a multi-stage stochastic integer programming approach (Q2289885) (← links)
- Reducing transaction costs for interest rate risk hedging with stochastic programming (Q2672154) (← links)
- Dynamic option hedging via stochastic model predictive control based on scenario simulation (Q5247231) (← links)