Shape-based scenario generation using copulas
| Year of publication: |
2011
|
|---|---|
| Authors: | Kaut, Michal ; Wallace, Stein |
| Published in: |
Computational Management Science. - Springer. - Vol. 8.2011, 1, p. 181-199
|
| Publisher: |
Springer |
| Subject: | Stochastic programming | Scenario generation | Copulas |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10008925145