Stochastic programming and the option of doing it differently

DOI10.1007/s10479-009-0600-xzbMath1195.90070OpenAlexW2062582108MaRDI QIDQ1958614

Stein W. Wallace

Publication date: 4 October 2010

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10479-009-0600-x

zbMATH Keywords

programming: stochastic

Mathematics Subject Classification ID

Stochastic programming (90C15) Financial applications of other theories (91G80) Derivative securities (option pricing, hedging, etc.) (91G20)

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Cites Work

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