No-arbitrage conditions, scenario trees, and multi-asset financial optimization (Q976498)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No-arbitrage conditions, scenario trees, and multi-asset financial optimization |
scientific article |
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No-arbitrage conditions, scenario trees, and multi-asset financial optimization (English)
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11 June 2010
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financial optimization
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uncertainty modeling
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scenario trees
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sparse trees
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