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

YIN Libo,HAN Liyan

Journal of Systems Science & Complexity ›› 2015, Vol. 28 ›› Issue (6) : 1279-1306.

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中国科学院数学与系统科学研究院期刊网
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Journal of Systems Science & Complexity ›› 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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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Systems Science and Complexity, 2015, 28(6): 1279-1306 https://doi.org/10.1007/s11424-015-3001-z

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