Simulation and optimization approaches to scenario tree generation (Q953641)

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scientific article; zbMATH DE number 5362799
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    Simulation and optimization approaches to scenario tree generation
    scientific article; zbMATH DE number 5362799

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      Simulation and optimization approaches to scenario tree generation (English)
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      6 November 2008
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      stochastic programming
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      scenario generation
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      computational finance
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      simulation
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      non-linear optimization
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