Risk management for international portfolios with basket options: A multi-stage stochastic programming approach
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Publication:256732
DOI10.1007/s11424-015-3001-zzbMath1332.93386OpenAlexW816347767MaRDI QIDQ256732
Publication date: 10 March 2016
Published in: Journal of Systems Science and Complexity (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11424-015-3001-z
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