Risk management for international portfolios with basket options: A multi-stage stochastic programming approach (Q256732)
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scientific article; zbMATH DE number 6553044
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk management for international portfolios with basket options: A multi-stage stochastic programming approach |
scientific article; zbMATH DE number 6553044 |
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Risk management for international portfolios with basket options: A multi-stage stochastic programming approach (English)
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10 March 2016
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basket options
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options applications
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portfolio optimization
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risk management
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stochastic programming
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