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0485151 - ÚTIA 2018 RIV CZ eng J - Journal Article
Kaňková, Vlasta
Stability, Empirical Estimates and Scenario Generation in Stochastic Optimization - Applications in Finance.
Kybernetika. Roč. 53, č. 6 (2017), s. 1026-1046. ISSN 0023-5954
R&D Projects: GA ČR GA15-10331S
Institutional support: RVO:67985556
Keywords : stochastic programming * stochastic dominance * empirical estimates * financial applications
OECD category: Statistics and probability
Impact factor: 0.632, year: 2017
http://library.utia.cas.cz/separaty/2017/E/kankova-0485151.pdf
Permanent Link: http://hdl.handle.net/11104/0280355