Author: Howlett P. Piantadosi J.
Publisher: Taylor & Francis Ltd
ISSN: 0233-1934
Source: Optimization, Vol.56, Iss.5-6, 2007-10, pp. : 629-632
Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.
Abstract
Related content
Solving optimal investment problems with structured products under CVaR constraints
By Korn Ralf
Optimization, Vol. 58, Iss. 3, 2009-04 ,pp. :
BOUNDING WRONG‐WAY RISK IN CVA CALCULATION
MATHEMATICAL FINANCE, Vol. 28, Iss. 1, 2018-01 ,pp. :