Options strategies for international portfolios with overall risk management via multi-stage stochastic programming
Year of publication: |
2013
|
---|---|
Authors: | Yin, Libo ; Han, Liyan |
Published in: |
Including special section: applications of operations research in educational measurement in memory of Ronald D. Armstrong ; (1945 - 2011). - New York, NY : Springer. - 2013, p. 557-576
|
Subject: | Optionsgeschäft | Option trading | Portfolio-Management | Portfolio selection | Stochastischer Prozess | Stochastic process | Mathematische Optimierung | Mathematical programming |
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