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Scenario tree generation and multi-asset financial optimization problems
Geyer, Alois; Hanke, Michael; Weissensteiner, Alex - In: Operations research letters 41 (2013) 5, pp. 494-498
Persistent link: https://www.econbiz.de/10010189850
Cover Image
Scenario tree generation and multi-asset financial optimization problems
Geyer, Alois; Hanke, Michael; Weissensteiner, Alex - In: Operations research letters 41 (2013) 5, pp. 494-498
Persistent link: https://www.econbiz.de/10010175164