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Optimizing over coherent risk measures and non-convexities : a robust mixed integer optimization approach (Mathematical engineering technical reports ; METR 2014-18)

Optimizing over coherent risk measures and non-convexities : a robust mixed integer optimization approach (Mathematical engineering technical reports ; METR 2014-18)
Paper図書
Dimitris Bertsimas, Akiko Takeda [著]Department of Mathematical Informatics Graduate School of Information Science and Technology the University of Tokyo2014.7<MA21-B877>
National Diet Library

Coherent risk measures

Coherent risk measures
Paper図書
Freddy DelbaenScuola Normale Superiore Pubblicazioni della Classe di Scienze2000
Other Libraries in Japan

Bounding European-type contingent claim prices via hedging strategy with coherent risk measure

Bounding European-type contingent claim prices via hedging strategy with coherent risk measure
Digital文書・図像類
GOTOH, Jun-ya, 山本, 芳嗣, YAO, WeifengUniversity of Tsukuba. Graduate School of Systems and Information Engineering. Doctoral Program in Social Systems & Management2009-07
Available onlineOther Libraries in Japan

Pubblicazioni della Classe di scienze

Pubblicazioni della Classe di scienze
Paper図書
Scuola Normale SuperioreScuola normale superiore
Other Libraries in Japan
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