Scenario tree generation and multi-asset financial optimization problems (Q2450698)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Scenario tree generation and multi-asset financial optimization problems |
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Scenario tree generation and multi-asset financial optimization problems (English)
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15 May 2014
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scenario trees
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no-arbitrage
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financial optimization
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moment matching
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scenario reduction
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