Scenario tree generation and multi-asset financial optimization problems
| Year of publication: |
2013
|
|---|---|
| Authors: | Geyer, Alois ; Hanke, Michael ; Weissensteiner, Alex |
| Published in: |
Operations research letters. - Amsterdam [u.a.] : Elsevier, ISSN 0167-6377, ZDB-ID 7207359. - Vol. 41.2013, 5, p. 494-498
|