Libo Yin, Liyan Han. Risk management for international portfolios with basket options: A multi-stage stochastic programming approach. J. Systems Science & Complexity, 28(6):1279-1306, 2015. [doi]
@article{YinH15-0,
title = {Risk management for international portfolios with basket options: A multi-stage stochastic programming approach},
author = {Libo Yin and Liyan Han},
year = {2015},
doi = {10.1007/s11424-015-3001-z},
url = {http://dx.doi.org/10.1007/s11424-015-3001-z},
researchr = {https://researchr.org/publication/YinH15-0},
cites = {0},
citedby = {0},
journal = {J. Systems Science & Complexity},
volume = {28},
number = {6},
pages = {1279-1306},
}