Cash management using multi-stage stochastic programming (Q5190135): Difference between revisions

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Latest revision as of 13:49, 2 July 2024

scientific article; zbMATH DE number 5681143
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English
Cash management using multi-stage stochastic programming
scientific article; zbMATH DE number 5681143

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    Cash management using multi-stage stochastic programming (English)
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    12 March 2010
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    dynamic stochastic programming
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    stochastic linear programming
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    cash management
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    market price of risk
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    change of measure
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    scenario generation
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