中国科学院数学与系统科学研究院期刊网
JSSC
Risk Management for International Portfolios with Basket Options: A Multi-Stage Stochastic Programming Approach
YIN Libo,HAN Liyan
Risk Management for International Portfolios with Basket Options: A Multi-Stage Stochastic Programming Approach
YIN Libo,HAN Liyan
Journal of Systems Science and Complexity . 2015, (6): 1279 -1306 .  DOI: 10.1007/s11424-015-3001-z