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Scenario tree generation and multi-asset financial optimization problems - MaRDI portal

Scenario tree generation and multi-asset financial optimization problems (Q2450698)

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Scenario tree generation and multi-asset financial optimization problems
scientific article

    Statements

    title
    Scenario tree generation and multi-asset financial optimization problems (English)
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    author
    Alois Geyer
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    Michael Hanke
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    Alex Weissensteiner
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    publication date
    15 May 2014
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    zbMATH Keywords
    scenario trees
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    no-arbitrage
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    financial optimization
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    moment matching
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    scenario reduction
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    Identifiers

    zbMATH DE Number
    6295580
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    OpenAlex ID
    W3125047068
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