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Pricing European Options by Numerical Replication: Quadratic Programming with Constraints
Ryabchenko, Valeriy; Sarykalin, Sergey; Uryasev, Stan - In: Asia-Pacific Financial Markets 11 (2004) 3, pp. 301-333
Persistent link: https://www.econbiz.de/10005810983
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Support vector machines based on convex risk functions and general norms
Gotoh, Jun-ya; Uryasev, Stan - In: Applied optimization and data mining : dedicated to Dr. …, (pp. 301-328). 2017
Persistent link: https://www.econbiz.de/10011616197
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Drawdown beta and portfolio optimization
Ding, Rui; Uryasev, Stan - In: Quantitative finance 22 (2022) 7, pp. 1265-1276
Persistent link: https://www.econbiz.de/10013367906