Risk management for international portfolios with basket options: A multi-stage stochastic programming approach
Crossref DOI link: https://doi.org/10.1007/s11424-015-3001-z
Published Online: 2015-06-04
Published Print: 2015-12
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Yin, Libo
Han, Liyan
Text and Data Mining valid from 2015-06-04