Stochastic multistage programming in finance
Year of publication: |
1995
|
---|---|
Authors: | Frauendorfer, Karl |
Published in: |
Selected papers of the International Conference on Operations Research : Berlin, August 30 - September 2, 1994. - Berlin [u.a.] : Springer, ISBN 3-540-58793-4. - 1995, p. 284-289
|
Subject: | Portfolio-Management | Portfolio selection | Hedging | Mathematische Optimierung | Mathematical programming | Theorie | Theory |
-
Algorithms for portfolio optimization and portfolio insurance
Rudolf, Markus, (1994)
-
Crude oil hedging strategies using dynamic multivariate GARCH
Roengchai Tansuchat, (2010)
-
Partial hedging for defaultable claims
Nakano, Yumiharu, (2011)
- More ...
-
Clean valuation with regard to EU emission trading
Frauendorfer, Karl, (2008)
-
Bounding methods in stochastic optimization : theory and applications
Frauendorfer, Karl, (2006)
-
Dynamic modelling and optimization of non-maturing accounts
Frauendorfer, Karl, (2006)
- More ...