Options strategies for international portfolios with overall risk management via multi-stage stochastic programming
type: Item
instance of: scholarly article
title: Options strategies for international portfolios with overall risk management via multi-stage stochastic programming
zbMATH Open document ID: 1271.91097
author: Libo Yin
author: Li Yan Han
published in: Annals of Operations Research
publication date: 2013-09-03T00:00:00Z
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 90C15
zbMATH DE Number: 6203957
zbMATH Keywords: options strategies
zbMATH Keywords: risk management
zbMATH Keywords: multi-stage stochastic programming
zbMATH Keywords: Greek letters
MaRDI profile type: Publication
full work available at URL: s10479-013-1375-7
OpenAlex ID: W2154562380
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DOI: 10.1007/S10479-013-1375-7
description: scientific article; zbMATH DE number 6203957