Risk Management for International Portfolios with Basket Options: A Multi-Stage Stochastic Programming Approach

YIN Libo,HAN Liyan

系统科学与复杂性(英文) ›› 2015, Vol. 28 ›› Issue (6) : 1279-1306.

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系统科学与复杂性(英文) ›› 2015, Vol. 28 ›› Issue (6) : 1279-1306. DOI: 10.1007/s11424-015-3001-z

Risk Management for International Portfolios with Basket Options: A Multi-Stage Stochastic Programming Approach

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Risk Management for International Portfolios with Basket Options: A Multi-Stage Stochastic Programming Approach

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{{article.zuoZheCn_L}}. {{article.title_cn}}. {{journal.qiKanMingCheng_CN}}, 2015, 28(6): 1279-1306 https://doi.org/10.1007/s11424-015-3001-z
{{article.zuoZheEn_L}}. {{article.title_en}}. {{journal.qiKanMingCheng_EN}}, 2015, 28(6): 1279-1306 https://doi.org/10.1007/s11424-015-3001-z
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