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Arbitrage-Free Scenario Generation in Financial Optimization

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Reference

Hanke, M., & Weissensteiner, A. (2017). Arbitrage-Free Scenario Generation in Financial Optimization. In Wiley StatsRef: Statistics Reference Online (pp. 1-6).

Publication type

Chapter in Book

Persons

Organizational Units

  • Chair in Finance

DOI

http://dx.doi.org/10.1002/9781118445112.stat07925