Path-dependent scenario trees for multistage stochastic programmes in finance (Q2873550)
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scientific article; zbMATH DE number 6250089
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| English | Path-dependent scenario trees for multistage stochastic programmes in finance |
scientific article; zbMATH DE number 6250089 |
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Path-dependent scenario trees for multistage stochastic programmes in finance (English)
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24 January 2014
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stochastic programming
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financial applications
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scenario generation
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Monte Carlo methods
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interest credit risk
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0.8004705309867859
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0.7942696213722229
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0.7864833474159241
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0.7840531468391418
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