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Property / DOI: 10.1016/j.ejor.2015.04.045 / rank
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Property / full work available at URL: https://doi.org/10.1016/j.ejor.2015.04.045 / rank
 
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Latest revision as of 14:17, 9 December 2024

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A moment-matching method to generate arbitrage-free scenarios
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    A moment-matching method to generate arbitrage-free scenarios (English)
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    6 October 2016
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    scenarios
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    monomial method
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    moment-matching
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