Developing a multi-period robust optimization model considering American style options
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Publication:889540
DOI10.1007/s10479-013-1461-xzbMath1325.90099OpenAlexW2055245189MaRDI QIDQ889540
Masoud Mahootchi, Saeed Marzban, Alireza Arshadi Khamseh
Publication date: 9 November 2015
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10479-013-1461-x
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