Scenario tree generation and multi-asset financial optimization problems (Q2450698)
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scientific article; zbMATH DE number 6295580
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| English | Scenario tree generation and multi-asset financial optimization problems |
scientific article; zbMATH DE number 6295580 |
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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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0.8552996516227722
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0.8490748405456543
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0.8396556377410889
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0.8312510251998901
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0.815902054309845
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