Practical arbitrage‐free scenario tree reduction methods and their applications in financial optimization (Q4627148)
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scientific article; zbMATH DE number 7033588
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Practical arbitrage‐free scenario tree reduction methods and their applications in financial optimization |
scientific article; zbMATH DE number 7033588 |
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Practical arbitrage‐free scenario tree reduction methods and their applications in financial optimization (English)
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7 March 2019
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arbitrage free
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portfolio selection
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scenario tree reduction
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stochastic programs
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