Risk management for international portfolios with basket options: A multi-stage stochastic programming approach
Yin, Libo, Han, LiyanVolume:
28
Language:
english
Journal:
Journal of Systems Science and Complexity
DOI:
10.1007/s11424-015-3001-z
Date:
December, 2015
File:
PDF, 601 KB
english, 2015