Author:
Beraldi Patrizia,Bruni Maria Elena
Publisher
Springer Science and Business Media LLC
Subject
Discrete Mathematics and Combinatorics,Statistics and Probability,Management Science and Operations Research,Information Systems and Management,Modeling and Simulation
Reference28 articles.
1. Artzner P, Delbaen F, Eber JM, Heath D (1999) Coherent measures of risk. Math Financ 9:203–228
2. Beraldi P, De Simone F, Violi A (2010) Generating scenario trees: a parallel integrated simulation-optimization approach. J Comput Appl Math 23(9):2322–2331
3. Beraldi P, Bruni P, De Simone F (2010) Clustering algorithms for scenario reduction, Technical Report Lab. of Financial Engineering, DEIS, University of Calabria
4. Beraldi P, De Simone F, Violi A (2011) A decision support system for asset liability management. Decis Support Systems 51(3):549–561
5. Bertocchi M, Dupacová J, Moriggia V (2006) Horizon and stages in applications of stochastic programming in finance. Ann Oper Res 142:63–78
Cited by
33 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献