Cash management using multi-stage stochastic programming (Q5190135)
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scientific article; zbMATH DE number 5681143
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Cash management using multi-stage stochastic programming |
scientific article; zbMATH DE number 5681143 |
Statements
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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