Scenario tree generation and multi-asset financial optimization problems

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Reference

Geyer, A., Hanke, M., & Weissensteiner, A. (2013). Scenario tree generation and multi-asset financial optimization problems. Operations Research Letters, 41, 494-498. (ABDC_2016: A; ABS: 2; ISI: 0.936; ISI: 0.657; VHB_3: B)

Publication type

Journal Article

Persons

Organizational Units

  • Institute for Financial Services
  • Chair in Finance