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_2022: A*; ABS_2021: 4; VHB_3: A)
Publication type
Article in Scientific Journal
Persons
Organizational Units
- Institute for Financial Services
- Chair in Finance