Two new historical data based scenario tree generation methods (Q4980375)
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scientific article; zbMATH DE number 6311164
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| default for all languages | No label defined |
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| English | Two new historical data based scenario tree generation methods |
scientific article; zbMATH DE number 6311164 |
Statements
30 June 2014
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portfolio selection
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scenario analysis
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scenario tree
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\(K\)-means
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arbitrage opportunity
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0.8002521991729736
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0.7936816215515137
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0.7871735692024231
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0.7868441343307495
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0.7733078598976135
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