The following pages link to No-arbitrage ROM simulation (Q1994590):
Displaying 4 items.
- Random orthogonal matrix simulation with exact means, covariances, and multivariate skewness (Q1694926) (← links)
- Targeting Kollo skewness with random orthogonal matrix simulation (Q2078004) (← links)
- Practical arbitrage‐free scenario tree reduction methods and their applications in financial optimization (Q4627148) (← links)
- A parsimonious model for generating arbitrage-free scenario trees (Q5001123) (← links)