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No-Arbitrage Conditions, Scenario Trees, and Multi-Asset Financial Optimization

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Reference

Geyer, A., Hanke, M., & Weissensteiner, A. (2010). No-Arbitrage Conditions, Scenario Trees, and Multi-Asset Financial Optimization. European Journal of Operational Research, 206(3), 609-613. (ABDC: A*; ABS: 4; ISI: 3.582; VHB: A)

Publication type

Refereed Journal Article

Persons

Organizational Units

  • Institute for Financial Services
  • Chair in Finance