Stochastic programming and the option of doing it differently
type: Item
instance of: scholarly article
title: Stochastic programming and the option of doing it differently
zbMATH Open document ID: 1195.90070
author: Stein W. Wallace
published in: Annals of Operations Research
publication date: 2010-10-04T00:00:00Z
Mathematics Subject Classification ID: 90C15
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 91G80
zbMATH DE Number: 5795192
zbMATH Keywords: programming: stochastic
MaRDI profile type: Publication
full work available at URL: s10479-009-0600-x
OpenAlex ID: W2062582108
cites work: Q4309474
cites work: Duality and martingales: a stochastic programming perspective on contingent claims
cites work: Valuing Risky Projects: Option Pricing Theory and Decision Analysis
cites work: Evaluating leases with complex operating options
cites work: Calculating risk neutral probabilities and optimal portfolio policies in a dynamic investment model with downside risk control
cites work: Q4223182
DOI: 10.1007/S10479-009-0600-X
description: scientific article; zbMATH DE number 5795192