Comment on ``An algorithm for moment-matching scenario generation with application to financial portfolio optimisation'' (Q1749530)
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scientific article; zbMATH DE number 6869358
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| English | Comment on ``An algorithm for moment-matching scenario generation with application to financial portfolio optimisation'' |
scientific article; zbMATH DE number 6869358 |
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Comment on ``An algorithm for moment-matching scenario generation with application to financial portfolio optimisation'' (English)
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17 May 2018
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scenarios
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finance
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moment matching
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0.8694059252738953
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0.7493448257446289
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0.736762285232544
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0.7325498461723328
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0.7165364623069763
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