✦ LIBER ✦

Scenario tree generation and multi-asset financial optimization problems

✍ Scribed by Geyer, Alois; Hanke, Michael; Weissensteiner, Alex

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Scenario tree generation for multiperiod

✍ G.Ch. Pflug 📂 Article 📅 2001 🏛 Springer-Verlag 🌐 English ⚖ 120 KB

Simulation and optimization approaches t

✍ Nalan Gülpınar; Berç Rustem; Reuben Settergren 📂 Article 📅 2004 🏛 Elsevier Science 🌐 English ⚖ 433 KB

Financial scenario generation for stocha

✍ Ronald Hochreiter; Georg Ch. Pflug 📂 Article 📅 2006 🏛 Springer US 🌐 English ⚖ 645 KB

Knowledge-based scenario tree generation

✍ Chen, Zhiping; Xu, Daobao 📂 Article 📅 2013 🏛 John Wiley and Sons 🌐 English ⚖ 524 KB

ALGORITHMIC AND TECHNICAL IMPROVEMENTS:

✍ Kenneth E. Rosing; Britton Harris 📂 Article 📅 2005 🏛 Springer 🌐 English ⚖ 606 KB

[IEEE 2013 5th International Conference

✍ Rimeh, El-Fayedh; Ben Abdelaziz, Fouad Abdelaziz; Belaid, Aouni 📂 Article 📅 2013 🏛 IEEE ⚖ 205 KB