Stability, empirical estimates and scenario generation in stochastic optimization - applications in finance (Q4637446)
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scientific article; zbMATH DE number 6861639
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stability, empirical estimates and scenario generation in stochastic optimization - applications in finance |
scientific article; zbMATH DE number 6861639 |
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Stability, empirical estimates and scenario generation in stochastic optimization - applications in finance (English)
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18 April 2018
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stochastic programming problems
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probability constraints
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stochastic dominance
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stability
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Wasserstein metric
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\(\mathcal{L}_1\) norm
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Lipschitz property
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empirical estimates
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scenario
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error approximation
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financial applications
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loan
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debtor
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installments
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mortgage
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bank
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