Author:
Valladão Davi,Silva Thuener,Poggi Marcus
Funder
Conselho Nacional de Desenvolvimento Científico e Tecnológico
Escola Nacional de Seguros
Publisher
Springer Science and Business Media LLC
Subject
Management Science and Operations Research,General Decision Sciences
Reference62 articles.
1. Artzner, P., Delbaen, F., Eber, J. M., & Heath, D. (1999). Coherent measures of risk. Mathematical Finance, 9(3), 203–228.
2. Baum, L. E., Petrie, T., Soules, G., & Weiss, N. (1970). A maximization technique occurring in the statistical analysis of probabilistic functions of markov chains. The Annals of Mathematical Statistics, 41(1), 164–171.
3. Bezanzon, J., Karpinski, S., Shah, V., & Edelman, A. (2012). Julia: A fast dynamic language for technical computing. In: Lang.NEXT.
http://julialang.org/images/lang.next.pdf
.
4. Bick, B., Kraft, H., & Munk, C. (2013). Solving constrained consumption–investment problems by simulation of artificial market strategies. Management Science, 59(2), 485–503.
5. Birge, J. R., & Louveaux, F. (2011). Introduction to stochastic programming. Boston, MA: Springer.
Cited by
19 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