A stochastic programming model to minimize volume liquidity risk in commodity trading
Emmanuel Fragnière; Iliya Markov
| Year of publication: |
2011
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|---|---|
| Authors: | Fragnière, Emmanuel ; Markov, Iliya |
| Published in: |
Journal / The Capco Institute : journal of financial transformation. - Antwerp, ZDB-ID 21368132. - Vol. 32.2011, p. 133-141
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| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10010039066